+7.4%
HD vs NWSA
+40.6%
-33.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | -1.2% | -2.6% | +1.5% | -0.2% |
| 30D | -11.1% | +4.6% | -15.7% | -12.6% |
| 3M | +2.0% | +10.2% | -8.2% | -1.9% |
| 6M | -10.5% | +21.6% | -32.1% | -17.2% |
| YTD | -6.9% | +14.6% | -21.5% | -12.2% |
| 1Y | -23.2% | +0.4% | -23.5% | -23.9% |
| 3Y | +3.1% | +45.0% | -41.9% | -12.6% |
| 5Y | +7.4% | +41.3% | -33.9% | -13.0% |
| All | +7.4% | +40.6% | -33.3% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling