+398.8%
HL vs NWSA
+43.0%
+355.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -5.6% | -4.8% | -0.9% | -4.2% |
| 30D | +12.7% | +3.0% | +9.8% | +11.8% |
| 3M | +42.5% | +9.3% | +33.2% | +37.7% |
| 6M | -9.0% | +23.2% | -32.2% | -16.2% |
| YTD | +4.4% | +13.3% | -8.9% | -1.3% |
| 1Y | +82.7% | +2.9% | +79.8% | +80.4% |
| All | +398.8% | +43.0% | +355.8% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling