+52.5%
HST vs NWSA
-0.9%
+53.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +3.6% | -0.8% | +4.4% | +3.8% |
| 30D | +9.9% | -11.3% | +21.2% | +13.3% |
| 3M | +12.9% | -8.1% | +21.0% | +15.6% |
| 6M | +22.9% | -0.7% | +23.6% | +23.6% |
| YTD | +52.4% | +1.3% | +51.1% | +49.8% |
| 1Y | +52.5% | -1.3% | +53.9% | +53.5% |
| All | +52.5% | -0.9% | +53.4% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling