+66.1%
HST vs NWSA
+44.8%
+21.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | +2.0% | -2.6% | +4.6% | +3.2% |
| 30D | -5.2% | +4.6% | -9.8% | -7.2% |
| 3M | -6.2% | +10.2% | -16.4% | -10.9% |
| 6M | +20.4% | +21.6% | -1.2% | +8.3% |
| YTD | +30.6% | +14.6% | +16.0% | +20.7% |
| 1Y | +37.4% | +0.4% | +37.0% | +36.8% |
| 3Y | +66.1% | +45.0% | +21.1% | +29.1% |
| All | +66.1% | +44.8% | +21.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling