-30.7%
HDB vs NWSA
+44.1%
-74.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.9% | -3.1% | -1.8% | -4.3% |
| 30D | -5.8% | +4.3% | -10.1% | -6.6% |
| 3M | -5.2% | +9.2% | -14.4% | -6.9% |
| 6M | -25.7% | +21.6% | -47.3% | -28.8% |
| YTD | -39.6% | +14.2% | -53.8% | -41.4% |
| 1Y | -36.9% | +1.8% | -38.7% | -37.1% |
| All | -30.7% | +44.1% | -74.8% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling