+23.5%
HPQ vs NXT
-0.4%
+24.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.6% |
| 7D | +3.2% | -9.4% | +12.6% | +3.8% |
| 30D | -3.6% | +15.1% | -18.7% | -4.5% |
| 3M | -5.3% | -9.1% | +3.8% | -4.9% |
| 6M | +41.1% | -30.3% | +71.5% | +43.2% |
| YTD | +36.9% | +9.1% | +27.8% | +31.4% |
| 1Y | +23.5% | +7.9% | +15.6% | +18.6% |
| All | +23.5% | -0.4% | +24.0% | +18.6% |
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 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