+477.1%
HD vs NWSA
+127.4%
+349.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -2.1% | -1.9% | -0.2% | -1.4% |
| 30D | -8.4% | +4.6% | -13.0% | -9.9% |
| 3M | +4.3% | +13.2% | -8.9% | -0.3% |
| 6M | -11.1% | +27.0% | -38.1% | -18.6% |
| YTD | -4.7% | +16.8% | -21.5% | -10.4% |
| 1Y | -19.8% | +4.5% | -24.3% | -21.8% |
| 3Y | +4.1% | +46.2% | -42.1% | -10.5% |
| 5Y | +10.3% | +40.9% | -30.6% | -6.3% |
| 10Y | +203.2% | +145.1% | +58.0% | +97.5% |
| All | +477.1% | +127.4% | +349.7% | +283.1% |
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