+134.4%
HL vs NXT
+213.5%
-79.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | -11.1% | -9.4% | -1.7% | -8.9% |
| 30D | -12.1% | +15.1% | -27.2% | -14.9% |
| 3M | -26.1% | -9.1% | -17.0% | -24.8% |
| 6M | -37.7% | -30.3% | -7.4% | -33.4% |
| YTD | -31.7% | +9.1% | -40.8% | -32.9% |
| 1Y | -11.6% | +7.9% | -19.5% | -13.0% |
| 3Y | +249.6% | +176.5% | +73.2% | +185.1% |
| All | +134.4% | +213.5% | -79.1% | +102.6% |
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