+29.3%
HWM vs NXT
+20.2%
+9.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.1% | -11.8% | -10.8% |
| 7D | -9.2% | +2.9% | -12.0% | -9.5% |
| 30D | -17.9% | -17.2% | -0.6% | -16.3% |
| 3M | -6.0% | -32.0% | +25.9% | -2.6% |
| 6M | -7.4% | -15.8% | +8.4% | -7.5% |
| YTD | +13.1% | -1.9% | +15.0% | +9.6% |
| 1Y | +29.3% | +22.5% | +6.8% | +27.1% |
| All | +29.3% | +20.2% | +9.1% | +27.1% |
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