+251.4%
HPE vs NXT
+96.6%
+154.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +7.5% |
| 7D | +10.1% | +2.9% | +7.3% | +9.5% |
| 30D | +5.3% | -17.2% | +22.5% | +9.2% |
| 3M | +12.7% | -32.0% | +44.7% | +20.9% |
| 6M | +167.7% | -15.8% | +183.4% | +178.6% |
| YTD | +135.5% | -1.9% | +137.4% | +139.0% |
| 1Y | +143.4% | +22.5% | +120.9% | +139.1% |
| All | +251.4% | +96.6% | +154.8% | +221.3% |
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 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