+71.4%
HCA vs NXT
+173.5%
-102.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +5.4% | -1.9% | +7.3% | +5.5% |
| 30D | +3.0% | -20.0% | +23.0% | +3.7% |
| 3M | +13.0% | -30.7% | +43.8% | +14.4% |
| 6M | -20.3% | -29.0% | +8.7% | -19.7% |
| YTD | -8.2% | -4.8% | -3.4% | -9.2% |
| 1Y | +6.7% | +22.8% | -16.1% | +3.7% |
| 3Y | +60.4% | +93.9% | -33.6% | +47.4% |
| All | +71.4% | +173.5% | -102.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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