+212.0%
NXT vs ALHC
-35.2%
+247.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | -9.4% | +0.3% | -9.7% | -9.4% |
| 30D | +15.1% | -10.6% | +25.7% | +15.8% |
| 3M | -9.1% | -45.3% | +36.2% | -6.2% |
| 6M | -30.3% | -59.7% | +29.4% | -27.2% |
| YTD | +9.1% | -62.7% | +71.8% | +14.2% |
| 1Y | +7.9% | -56.1% | +64.0% | +11.7% |
| 3Y | +176.5% | +21.3% | +155.2% | +159.6% |
| All | +212.0% | -35.2% | +247.1% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling