+82.3%
HST vs NWSA
+18.8%
+63.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -1.4% |
| 7D | +3.6% | +2.2% | +1.4% | +2.5% |
| 30D | +11.2% | -8.8% | +20.0% | +15.8% |
| 3M | +13.1% | -6.5% | +19.6% | +16.1% |
| 6M | +23.9% | +1.5% | +22.4% | +21.1% |
| YTD | +52.3% | +4.0% | +48.3% | +45.8% |
| 1Y | +56.7% | +3.4% | +53.2% | +50.5% |
| 3Y | +87.5% | +34.8% | +52.7% | +54.0% |
| All | +82.3% | +18.8% | +63.5% | +54.0% |
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