-23.2%
HD vs NXT
+20.2%
-43.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.3% |
| 7D | -1.2% | +2.9% | -4.0% | -1.3% |
| 30D | -11.1% | -17.2% | +6.1% | -10.6% |
| 3M | +2.0% | -32.0% | +34.0% | +2.9% |
| 6M | -10.5% | -15.8% | +5.3% | -10.4% |
| YTD | -6.9% | -1.9% | -4.9% | -6.7% |
| 1Y | -23.2% | +22.5% | -45.7% | -22.2% |
| All | -23.2% | +20.2% | -43.4% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling