+256.9%
HL vs NWSA
+149.4%
+107.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.4% | -2.8% | -1.6% | -3.1% |
| 30D | +9.3% | +3.0% | +6.3% | +7.8% |
| 3M | +32.0% | +12.3% | +19.7% | +24.2% |
| 6M | -6.4% | +21.9% | -28.3% | -15.5% |
| YTD | +3.1% | +13.6% | -10.4% | -4.5% |
| 1Y | +77.6% | +0.5% | +77.1% | +73.6% |
| 3Y | +392.8% | +43.8% | +349.1% | +298.8% |
| 5Y | +234.1% | +41.2% | +192.9% | +164.1% |
| All | +256.9% | +149.4% | +107.5% | +128.6% |
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 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