+170.4%
NXT vs BHP
+60.6%
+109.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | -0.2% | +0.9% | -1.1% | -0.8% |
| 30D | -20.0% | +4.0% | -24.0% | -22.3% |
| 3M | -30.9% | +11.3% | -42.2% | -35.5% |
| 6M | -23.8% | +29.3% | -53.1% | -34.8% |
| YTD | -5.4% | +59.2% | -64.7% | -28.4% |
| 1Y | +28.0% | +80.8% | -52.8% | -9.7% |
| 3Y | +93.3% | +88.0% | +5.3% | +31.2% |
| All | +170.4% | +60.6% | +109.8% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling