+258.3%
HL vs NXT
+168.4%
+89.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.7% |
| 7D | -5.6% | -2.6% | -3.0% | -5.1% |
| 30D | +12.7% | -22.4% | +35.2% | +19.1% |
| 3M | +42.5% | -27.3% | +69.9% | +52.4% |
| 6M | -9.0% | -28.5% | +19.5% | -2.8% |
| YTD | +4.4% | -6.6% | +11.0% | +6.5% |
| 1Y | +82.7% | +20.4% | +62.3% | +76.9% |
| 3Y | +406.3% | +90.9% | +315.4% | +332.9% |
| All | +258.3% | +168.4% | +89.9% | +221.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling