+301.7%
HIG vs NWSA
+149.4%
+152.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.5% | -2.8% | +1.3% | -0.3% |
| 30D | -0.4% | +3.0% | -3.4% | -1.6% |
| 3M | +6.7% | +12.3% | -5.7% | +1.5% |
| 6M | +2.0% | +21.9% | -19.9% | -6.4% |
| YTD | +0.3% | +13.6% | -13.3% | -5.8% |
| 1Y | +4.2% | +0.5% | +3.7% | +2.6% |
| 3Y | +102.2% | +43.8% | +58.5% | +68.5% |
| 5Y | +118.5% | +41.2% | +77.3% | +77.3% |
| All | +301.7% | +149.4% | +152.4% | +133.5% |
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