+212.0%
NXT vs HIG
+92.3%
+119.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -9.4% | +2.6% | -12.0% | -9.4% |
| 30D | +15.1% | +4.2% | +10.9% | +15.1% |
| 3M | -9.1% | +0.2% | -9.3% | -9.2% |
| 6M | -30.3% | +4.6% | -34.9% | -30.6% |
| YTD | +9.1% | +1.1% | +8.0% | +9.1% |
| 1Y | +7.9% | +4.7% | +3.2% | +7.2% |
| 3Y | +176.5% | +95.5% | +81.0% | +113.9% |
| All | +212.0% | +92.3% | +119.7% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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