+227.3%
HPE vs NXT
+213.5%
+13.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.3% | -4.0% |
| 7D | +7.9% | -9.4% | +17.3% | +9.9% |
| 30D | -23.5% | +15.1% | -38.6% | -26.1% |
| 3M | -19.1% | -9.1% | -10.0% | -18.2% |
| 6M | +51.4% | -30.3% | +81.7% | +60.1% |
| YTD | +103.4% | +9.1% | +94.4% | +100.4% |
| 1Y | +114.4% | +7.9% | +106.5% | +111.4% |
| 3Y | +224.7% | +176.5% | +48.2% | +173.0% |
| All | +227.3% | +213.5% | +13.8% | +172.2% |
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