+634.9%
HLT vs NWSA
+91.5%
+543.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.4% |
| 30D | -5.0% | +3.0% | -8.1% | -6.3% |
| 3M | -10.4% | +12.3% | -22.7% | -15.3% |
| 6M | +3.2% | +21.9% | -18.6% | -6.1% |
| YTD | +6.7% | +13.6% | -6.8% | -0.3% |
| 1Y | +10.3% | +0.5% | +9.8% | +8.4% |
| 3Y | +99.3% | +43.8% | +55.6% | +65.1% |
| 5Y | +143.7% | +41.2% | +102.5% | +99.3% |
| 10Y | +584.7% | +148.6% | +436.1% | +311.5% |
| All | +634.9% | +91.5% | +543.4% | +354.2% |
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