+23.5%
HD vs NXT
+246.1%
-222.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.6% | +15.1% | -11.5% | +2.5% |
| 30D | +21.6% | +21.8% | -0.3% | +19.6% |
| 3M | +0.1% | +1.6% | -1.5% | -0.3% |
| 6M | +13.0% | -16.7% | +29.7% | +13.3% |
| YTD | +4.9% | +20.4% | -15.5% | +1.7% |
| 1Y | -2.1% | +0.2% | -2.3% | -3.9% |
| 3Y | +32.6% | +208.7% | -176.1% | +12.0% |
| All | +23.5% | +246.1% | -222.6% | +2.2% |
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