+244.4%
NXT vs ALHC
-35.3%
+279.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.3% | +5.5% |
| 7D | +32.2% | +1.0% | +31.3% | +32.2% |
| 30D | +21.9% | -14.2% | +36.1% | +22.9% |
| 3M | +6.6% | -45.1% | +51.7% | +10.0% |
| 6M | -16.8% | -59.5% | +42.7% | -13.1% |
| YTD | +20.4% | -62.8% | +83.3% | +26.1% |
| 1Y | -1.5% | -55.5% | +54.0% | +1.8% |
| 3Y | +182.4% | +25.7% | +156.7% | +165.1% |
| All | +244.4% | -35.3% | +279.7% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling