+99.3%
HLT vs NXT
+90.7%
+8.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | -5.0% | -20.0% | +15.0% | -3.6% |
| 3M | -10.4% | -30.7% | +20.3% | -8.4% |
| 6M | +3.2% | -29.0% | +32.2% | +4.6% |
| YTD | +6.7% | -4.8% | +11.6% | +5.6% |
| 1Y | +10.3% | +22.8% | -12.5% | +6.9% |
| 3Y | +99.3% | +93.9% | +5.4% | +82.6% |
| All | +99.3% | +90.7% | +8.6% | +82.6% |
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 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