+138.4%
HLT vs NWSA
+40.0%
+98.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.2% |
| 30D | -5.0% | +3.0% | -8.1% | -6.4% |
| 3M | -10.4% | +12.3% | -22.7% | -15.9% |
| 6M | +3.2% | +21.9% | -18.6% | -7.2% |
| YTD | +6.7% | +13.6% | -6.8% | -1.1% |
| 1Y | +10.3% | +0.5% | +9.8% | +8.6% |
| 3Y | +99.3% | +43.8% | +55.6% | +59.3% |
| All | +138.4% | +40.0% | +98.4% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling