+26.7%
HPQ vs NXT
+178.8%
-152.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | +6.9% | -1.1% | +8.0% | +7.1% |
| 30D | +14.4% | -15.3% | +29.8% | +16.3% |
| 3M | +25.6% | -43.8% | +69.4% | +32.6% |
| 6M | +75.0% | -18.7% | +93.7% | +76.5% |
| YTD | +50.7% | -3.0% | +53.7% | +48.0% |
| 1Y | +18.7% | +22.7% | -4.1% | +13.0% |
| 3Y | +21.5% | +95.9% | -74.4% | +8.3% |
| All | +26.7% | +178.8% | -152.1% | +10.5% |
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