+531.5%
HD vs NWSA
+101.5%
+430.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -1.2% | -12.2% | +11.0% | +3.0% |
| 30D | +20.9% | -8.7% | +29.6% | +24.4% |
| 3M | -0.2% | -6.0% | +5.8% | +1.5% |
| 6M | +14.5% | -0.3% | +14.8% | +13.7% |
| YTD | +4.3% | +3.5% | +0.8% | +1.8% |
| 1Y | -3.5% | +0.8% | -4.2% | -4.9% |
| 3Y | +30.1% | +31.1% | -1.0% | +15.8% |
| 5Y | +8.5% | +18.8% | -10.3% | -2.5% |
| 10Y | +245.3% | +147.9% | +97.4% | +125.3% |
| All | +531.5% | +101.5% | +430.1% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling