+66.7%
HDB vs NWSA
+148.1%
-81.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.4% |
| 7D | +2.7% | +2.2% | +0.5% | +2.0% |
| 30D | +14.1% | -8.8% | +22.9% | +16.9% |
| 3M | +11.8% | -6.5% | +18.3% | +13.5% |
| 6M | +8.2% | +1.5% | +6.7% | +6.4% |
| YTD | -29.3% | +4.0% | -33.3% | -31.3% |
| 1Y | -28.8% | +3.4% | -32.2% | -30.7% |
| 3Y | -7.5% | +34.8% | -42.3% | -19.4% |
| 5Y | -23.1% | +18.4% | -41.4% | -31.6% |
| All | +66.7% | +148.1% | -81.4% | +1.7% |
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 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