+128.7%
HST vs NWSA
+127.4%
+1.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | -1.0% | -1.9% | +0.8% | -0.1% |
| 30D | -12.3% | +4.6% | -16.8% | -14.4% |
| 3M | -6.4% | +13.2% | -19.6% | -12.6% |
| 6M | +15.0% | +27.0% | -12.0% | +0.9% |
| YTD | +30.5% | +16.8% | +13.7% | +18.8% |
| 1Y | +35.7% | +4.5% | +31.2% | +30.2% |
| 3Y | +68.4% | +46.2% | +22.2% | +35.3% |
| 5Y | +73.1% | +40.9% | +32.2% | +37.8% |
| 10Y | +92.7% | +145.1% | -52.4% | +8.5% |
| All | +128.7% | +127.4% | +1.3% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling