+8.5%
HD vs NXT
+171.8%
-163.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.8% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -10.8% | -20.0% | +9.1% | -9.5% |
| 3M | -2.7% | -30.9% | +28.3% | -0.4% |
| 6M | -10.3% | -23.8% | +13.5% | -9.5% |
| YTD | -7.8% | -5.4% | -2.4% | -8.9% |
| 1Y | -23.1% | +28.0% | -51.2% | -26.5% |
| 3Y | +2.0% | +93.3% | -91.3% | -10.0% |
| All | +8.5% | +171.8% | -163.3% | -8.4% |
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