+177.4%
NXT vs BHP
+57.5%
+120.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -1.1% | -2.9% | +1.8% | +0.7% |
| 30D | -15.3% | +3.4% | -18.7% | -17.5% |
| 3M | -43.8% | +4.1% | -47.9% | -45.2% |
| 6M | -18.7% | +20.6% | -39.2% | -27.5% |
| YTD | -3.0% | +56.1% | -59.1% | -25.6% |
| 1Y | +22.7% | +69.6% | -46.9% | -10.2% |
| 3Y | +95.9% | +78.8% | +17.1% | +36.5% |
| All | +177.4% | +57.5% | +120.0% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling