+210.2%
HD vs NWSA
+144.0%
+66.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -1.8% | -3.1% | +1.3% | -0.7% |
| 30D | -10.8% | +4.3% | -15.1% | -12.2% |
| 3M | -2.7% | +9.2% | -11.9% | -6.0% |
| 6M | -10.3% | +21.6% | -31.9% | -16.8% |
| YTD | -7.8% | +14.2% | -22.0% | -12.9% |
| 1Y | -23.1% | +1.8% | -24.9% | -24.4% |
| 3Y | +2.0% | +44.4% | -42.4% | -12.5% |
| 5Y | +6.2% | +41.0% | -34.7% | -10.5% |
| 10Y | +210.2% | +150.0% | +60.1% | +96.8% |
| All | +210.2% | +144.0% | +66.1% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling