+122.6%
HST vs NWSA
+141.7%
-19.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.1% |
| 7D | +3.6% | -0.8% | +4.4% | +4.0% |
| 30D | +9.9% | -11.3% | +21.2% | +16.5% |
| 3M | +12.9% | -8.1% | +21.0% | +17.2% |
| 6M | +22.9% | -0.7% | +23.6% | +21.4% |
| YTD | +52.4% | +1.3% | +51.1% | +47.8% |
| 1Y | +52.5% | -1.3% | +53.9% | +50.1% |
| 3Y | +87.4% | +28.4% | +59.0% | +57.9% |
| 5Y | +82.9% | +15.3% | +67.7% | +58.6% |
| All | +122.6% | +141.7% | -19.1% | +23.8% |
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