-11.1%
HUM vs NXT
+87.2%
-98.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -1.4% | -2.6% | +1.2% | -1.5% |
| 30D | +7.5% | -22.4% | +29.9% | +6.7% |
| 3M | +10.2% | -27.3% | +37.5% | +9.4% |
| 6M | +132.5% | -28.5% | +161.0% | +130.7% |
| YTD | +57.6% | -6.6% | +64.2% | +57.3% |
| 1Y | +48.6% | +20.4% | +28.2% | +49.2% |
| All | -11.1% | +87.2% | -98.2% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling