-13.3%
HUM vs NXT
+173.5%
-186.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.3% |
| 7D | +2.1% | -1.9% | +4.0% | +2.0% |
| 30D | +5.4% | -20.0% | +25.4% | +4.8% |
| 3M | +11.4% | -30.7% | +42.2% | +10.5% |
| 6M | +141.5% | -29.0% | +170.5% | +139.7% |
| YTD | +61.2% | -4.8% | +66.0% | +61.0% |
| 1Y | +49.2% | +22.8% | +26.4% | +49.8% |
| 3Y | -9.0% | +93.9% | -103.0% | -6.8% |
| All | -13.3% | +173.5% | -186.8% | -10.6% |
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