+244.4%
NXT vs HDB
-23.0%
+267.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.6% | +4.7% |
| 7D | +32.2% | +13.3% | +18.9% | +27.0% |
| 30D | +21.9% | +13.6% | +8.4% | +16.9% |
| 3M | +6.6% | +5.8% | +0.8% | +4.3% |
| 6M | -16.8% | -1.9% | -14.9% | -17.0% |
| YTD | +20.4% | -31.2% | +51.6% | +32.9% |
| 1Y | -1.5% | -29.6% | +28.0% | +8.0% |
| 3Y | +182.4% | -10.1% | +192.5% | +188.7% |
| All | +244.4% | -23.0% | +267.4% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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