+251.5%
HPE vs NXT
+178.8%
+72.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.7% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | -2.3% | -15.3% | +13.0% | +0.8% |
| 3M | -2.9% | -43.8% | +40.9% | +7.6% |
| 6M | +143.6% | -18.7% | +162.2% | +154.3% |
| YTD | +118.5% | -3.0% | +121.5% | +121.7% |
| 1Y | +129.2% | +22.7% | +106.5% | +124.4% |
| 3Y | +212.5% | +95.9% | +116.6% | +179.1% |
| All | +251.5% | +178.8% | +72.8% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling