+170.4%
NXT vs HBM
+431.3%
-260.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -0.2% | +5.5% | -5.7% | -2.2% |
| 30D | -20.0% | +3.3% | -23.2% | -21.3% |
| 3M | -30.9% | +12.7% | -43.6% | -34.4% |
| 6M | -23.8% | +28.2% | -52.0% | -31.2% |
| YTD | -5.4% | +45.3% | -50.8% | -18.8% |
| 1Y | +28.0% | +121.7% | -93.7% | -4.5% |
| 3Y | +93.3% | +523.5% | -430.2% | -3.6% |
| All | +170.4% | +431.3% | -260.9% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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