+12.5%
HON vs NXT
+171.8%
-159.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.4% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | -15.4% | -20.0% | +4.6% | -14.4% |
| 3M | -9.1% | -30.9% | +21.8% | -7.5% |
| 6M | -17.1% | -23.8% | +6.8% | -16.2% |
| YTD | +1.5% | -5.4% | +7.0% | +1.4% |
| 1Y | -1.3% | +28.0% | -29.4% | -3.1% |
| 3Y | +19.5% | +93.3% | -73.8% | +12.3% |
| All | +12.5% | +171.8% | -159.3% | +2.3% |
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 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