+9.0%
HWM vs NXT
-11.1%
+20.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | +0.5% |
| 7D | +11.1% | -6.0% | +17.1% | +11.9% |
| 30D | +3.0% | +5.4% | -2.5% | +1.8% |
| 3M | -20.7% | -9.7% | -11.0% | -20.4% |
| 6M | -17.2% | -25.3% | +8.1% | -16.2% |
| YTD | +9.1% | +7.5% | +1.6% | +1.0% |
| 1Y | +9.0% | -3.0% | +12.0% | +3.1% |
| All | +9.0% | -11.1% | +20.1% | +3.1% |
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