+21.8%
HD vs NXT
+213.5%
-191.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +1.5% | -9.4% | +10.9% | +2.3% |
| 30D | +18.0% | +15.1% | +2.9% | +16.6% |
| 3M | +2.8% | -9.1% | +11.9% | +3.2% |
| 6M | +17.0% | -30.3% | +47.3% | +19.0% |
| YTD | +3.5% | +9.1% | -5.6% | +1.0% |
| 1Y | -2.6% | +7.9% | -10.5% | -5.0% |
| 3Y | +30.7% | +176.5% | -145.8% | +11.4% |
| All | +21.8% | +213.5% | -191.7% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling