+129.2%
HPE vs NXT
+26.2%
+103.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -2.3% | -15.3% | +13.0% | +2.9% |
| 3M | -2.9% | -43.8% | +40.9% | +14.8% |
| 6M | +143.6% | -18.7% | +162.2% | +164.5% |
| YTD | +118.5% | -3.0% | +121.5% | +127.2% |
| 1Y | +129.2% | +22.7% | +106.5% | +133.8% |
| All | +129.2% | +26.2% | +103.0% | +133.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling