+44.7%
HWM vs NXT
+26.2%
+18.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | -11.0% | -15.3% | +4.3% | -9.5% |
| 3M | +4.0% | -43.8% | +47.8% | +9.9% |
| 6M | -0.2% | -18.7% | +18.4% | +0.1% |
| YTD | +26.7% | -3.0% | +29.6% | +22.9% |
| 1Y | +44.7% | +22.7% | +22.0% | +43.4% |
| All | +44.7% | +26.2% | +18.5% | +43.4% |
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