-30.3%
NXT vs HIG
+4.8%
-35.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.9% |
| 7D | -9.4% | +2.6% | -12.0% | -7.4% |
| 30D | +15.1% | +4.2% | +10.9% | +19.5% |
| 3M | -9.1% | +0.2% | -9.3% | -11.3% |
| 6M | -30.3% | +4.6% | -34.9% | -26.7% |
| All | -30.3% | +4.8% | -35.1% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling