+184.4%
HDB vs NWSA
+127.4%
+57.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +0.4% | -1.9% | +2.3% | +1.0% |
| 30D | -2.8% | +4.6% | -7.4% | -4.2% |
| 3M | -3.5% | +13.2% | -16.8% | -7.6% |
| 6M | -24.7% | +27.0% | -51.7% | -30.6% |
| YTD | -36.6% | +16.8% | -53.4% | -40.1% |
| 1Y | -34.4% | +4.5% | -38.9% | -36.0% |
| 3Y | -24.4% | +46.2% | -70.6% | -35.0% |
| 5Y | -35.4% | +40.9% | -76.3% | -45.1% |
| 10Y | +39.5% | +145.1% | -105.6% | -11.2% |
| All | +184.4% | +127.4% | +57.0% | +87.4% |
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