+227.7%
NXT vs HAS
+138.5%
+89.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.6% | -5.1% |
| 7D | +4.0% | +3.3% | +0.7% | +2.8% |
| 30D | +15.9% | +30.5% | -14.6% | +4.7% |
| 3M | -3.0% | +29.9% | -32.9% | -12.4% |
| 6M | -20.7% | +26.5% | -47.3% | -28.2% |
| YTD | +14.6% | +51.9% | -37.4% | -4.2% |
| 1Y | -7.1% | +60.9% | -68.0% | -24.2% |
| 3Y | +189.4% | +215.0% | -25.6% | +72.1% |
| All | +227.7% | +138.5% | +89.2% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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