+298.2%
HPE vs NXT
+171.8%
+126.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.6% | +8.7% | +5.8% |
| 7D | +13.6% | -0.2% | +13.9% | +13.6% |
| 30D | +7.7% | -20.0% | +27.7% | +12.3% |
| 3M | +22.4% | -30.9% | +53.3% | +30.8% |
| 6M | +172.6% | -23.8% | +196.4% | +187.5% |
| YTD | +147.5% | -5.4% | +153.0% | +152.2% |
| 1Y | +151.8% | +28.0% | +123.7% | +145.7% |
| 3Y | +267.1% | +93.3% | +173.7% | +228.7% |
| All | +298.2% | +171.8% | +126.4% | +242.6% |
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 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