+73.7%
HST vs NWSA
+40.6%
+33.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.0% |
| 7D | +2.0% | -2.6% | +4.6% | +3.3% |
| 30D | -5.2% | +4.6% | -9.8% | -7.4% |
| 3M | -6.2% | +10.2% | -16.4% | -11.3% |
| 6M | +20.4% | +21.6% | -1.2% | +7.9% |
| YTD | +30.6% | +14.6% | +16.0% | +20.0% |
| 1Y | +37.4% | +0.4% | +37.0% | +35.1% |
| 3Y | +66.1% | +45.0% | +21.1% | +32.8% |
| 5Y | +73.7% | +41.3% | +32.4% | +33.9% |
| All | +73.7% | +40.6% | +33.1% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling