+583.2%
HL vs NWSA
+123.2%
+460.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | +7.1% | -2.6% | +9.7% | +8.3% |
| 30D | +21.4% | +4.6% | +16.9% | +19.1% |
| 3M | +37.4% | +10.2% | +27.2% | +30.7% |
| 6M | +0.4% | +21.6% | -21.2% | -8.9% |
| YTD | +6.7% | +14.6% | -8.0% | -1.2% |
| 1Y | +102.4% | +0.4% | +102.0% | +98.0% |
| 3Y | +417.4% | +45.0% | +372.4% | +323.1% |
| 5Y | +243.3% | +41.3% | +202.0% | +176.4% |
| 10Y | +242.6% | +142.8% | +99.8% | +109.5% |
| All | +583.2% | +123.2% | +460.1% | +339.2% |
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