+244.4%
NXT vs HAS
+136.7%
+107.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +15.1% | +2.2% | +12.9% | +14.3% |
| 30D | +21.8% | +29.6% | -7.8% | +10.3% |
| 3M | +1.6% | +30.3% | -28.7% | -8.4% |
| 6M | -16.7% | +25.6% | -42.3% | -24.3% |
| YTD | +20.4% | +50.8% | -30.4% | +0.9% |
| 1Y | +0.2% | +63.0% | -62.8% | -18.6% |
| 3Y | +208.7% | +211.6% | -2.9% | +84.3% |
| All | +244.4% | +136.7% | +107.6% | +130.5% |
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