+244.4%
NXT vs ALHC
-35.9%
+280.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | +15.1% | +3.9% | +11.2% | +14.9% |
| 30D | +21.8% | -3.6% | +25.5% | +22.1% |
| 3M | +1.6% | -49.4% | +51.0% | +5.3% |
| 6M | -16.7% | -59.5% | +42.8% | -13.1% |
| YTD | +20.4% | -63.2% | +83.6% | +26.2% |
| 1Y | +0.2% | -55.5% | +55.7% | +3.7% |
| 3Y | +208.7% | +23.0% | +185.7% | +190.0% |
| All | +244.4% | -35.9% | +280.3% | +232.5% |
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