+505.3%
HIG vs NWSA
+120.6%
+384.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -2.3% | -4.8% | +2.5% | -0.4% |
| 30D | -1.2% | +3.0% | -4.2% | -2.4% |
| 3M | +6.3% | +9.3% | -3.0% | +2.3% |
| 6M | +0.6% | +23.2% | -22.6% | -7.9% |
| YTD | +0.6% | +13.3% | -12.7% | -5.2% |
| 1Y | +6.1% | +2.9% | +3.2% | +3.5% |
| 3Y | +102.0% | +43.3% | +58.6% | +69.6% |
| 5Y | +119.2% | +40.9% | +78.3% | +79.6% |
| 10Y | +312.5% | +148.1% | +164.4% | +147.8% |
| All | +505.3% | +120.6% | +384.7% | +278.6% |
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 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