+180.5%
NXT vs HAS
+76.8%
+103.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.0% |
| 7D | +2.9% | -3.1% | +6.0% | +4.1% |
| 30D | -17.2% | -2.7% | -14.5% | -16.4% |
| 3M | -32.0% | +8.9% | -40.9% | -34.7% |
| 6M | -15.8% | -2.9% | -12.8% | -15.6% |
| YTD | -1.9% | +12.6% | -14.5% | -8.0% |
| 1Y | +22.5% | +17.5% | +5.0% | +12.8% |
| 3Y | +100.5% | +46.2% | +54.3% | +57.7% |
| All | +180.5% | +76.8% | +103.7% | +110.2% |
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