+7.9%
HD vs NXT
-16.0%
+23.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.2% | -2.1% |
| 7D | +4.3% | +32.2% | -27.9% | +3.5% |
| 30D | +20.2% | +21.9% | -1.7% | +19.4% |
| 3M | -1.0% | +6.6% | -7.6% | -1.7% |
| 6M | +7.9% | -16.8% | +24.7% | +6.3% |
| All | +7.9% | -16.0% | +23.9% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling