+25.9%
HD vs NXT
+181.6%
-155.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.2% | -2.2% |
| 7D | +4.3% | +32.2% | -27.9% | +2.4% |
| 30D | +20.2% | +21.9% | -1.7% | +18.5% |
| 3M | -1.0% | +6.6% | -7.6% | -1.7% |
| 6M | +7.9% | -16.8% | +24.7% | +8.1% |
| YTD | +2.0% | +20.4% | -18.4% | -0.9% |
| 1Y | -4.3% | -1.5% | -2.8% | -5.8% |
| 3Y | +25.9% | +182.4% | -156.4% | +5.4% |
| All | +25.9% | +181.6% | -155.7% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling