+176.5%
NXT vs BHP
+53.3%
+123.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.4% |
| 7D | -9.4% | -0.5% | -8.9% | -9.1% |
| 30D | +15.1% | -4.5% | +19.6% | +18.9% |
| 3M | -9.1% | -6.9% | -2.2% | -5.2% |
| 6M | -30.3% | -10.6% | -19.8% | -25.4% |
| YTD | +9.1% | +37.2% | -28.1% | -10.5% |
| 1Y | +7.9% | +48.0% | -40.2% | -15.5% |
| 3Y | +176.5% | +52.6% | +123.9% | +101.9% |
| All | +176.5% | +53.3% | +123.1% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling