-37.8%
HDB vs NWSA
+40.1%
-77.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.9% | -3.1% | -1.8% | -4.0% |
| 30D | -5.8% | +4.3% | -10.1% | -6.9% |
| 3M | -5.2% | +9.2% | -14.4% | -7.7% |
| 6M | -25.7% | +21.6% | -47.3% | -30.0% |
| YTD | -39.6% | +14.2% | -53.8% | -42.2% |
| 1Y | -36.9% | +1.8% | -38.7% | -37.6% |
| 3Y | -29.7% | +44.4% | -74.2% | -39.0% |
| 5Y | -37.8% | +41.0% | -78.7% | -48.0% |
| All | -37.8% | +40.1% | -77.8% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling