+107.0%
HST vs NWSA
+144.0%
-37.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -0.3% | -3.1% | +2.8% | +1.3% |
| 30D | -2.8% | +4.3% | -7.1% | -5.0% |
| 3M | -6.5% | +9.2% | -15.7% | -11.3% |
| 6M | +20.7% | +21.6% | -0.9% | +7.8% |
| YTD | +30.5% | +14.2% | +16.2% | +19.7% |
| 1Y | +36.8% | +1.8% | +35.0% | +32.9% |
| 3Y | +65.9% | +44.4% | +21.4% | +32.7% |
| 5Y | +73.9% | +41.0% | +33.0% | +36.7% |
| 10Y | +107.0% | +150.0% | -43.0% | +11.3% |
| All | +107.0% | +144.0% | -37.0% | +11.3% |
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