+4.4%
HWM vs NXT
+10.5%
-6.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +11.1% | -15.4% | -5.6% |
| 7D | +9.4% | +30.0% | -20.6% | +5.6% |
| 30D | -7.0% | +28.6% | -35.6% | -10.2% |
| 3M | -25.9% | +8.4% | -34.3% | -27.2% |
| 6M | -10.8% | -8.7% | -2.1% | -12.2% |
| YTD | +4.3% | +22.5% | -18.2% | -3.7% |
| 1Y | +4.4% | +6.9% | -2.5% | -1.8% |
| All | +4.4% | +10.5% | -6.1% | -1.8% |
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 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