+535.3%
HD vs NWSA
+99.5%
+435.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +3.6% | -10.5% | +14.1% | +7.3% |
| 30D | +21.6% | -8.8% | +30.3% | +25.1% |
| 3M | +0.1% | -6.5% | +6.6% | +2.0% |
| 6M | +13.0% | -1.3% | +14.3% | +12.6% |
| YTD | +4.9% | +2.5% | +2.4% | +2.8% |
| 1Y | -2.1% | +0.2% | -2.3% | -3.3% |
| 3Y | +32.6% | +27.6% | +5.0% | +19.1% |
| 5Y | +8.2% | +17.0% | -8.8% | -2.2% |
| 10Y | +257.9% | +148.3% | +109.6% | +133.5% |
| All | +535.3% | +99.5% | +435.8% | +339.7% |
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