+170.4%
NXT vs HRB
+29.3%
+141.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.8% |
| 7D | -0.2% | -10.6% | +10.4% | -1.3% |
| 30D | -20.0% | -0.8% | -19.1% | -19.8% |
| 3M | -30.9% | +19.1% | -50.0% | -29.4% |
| 6M | -23.8% | +48.7% | -72.5% | -21.4% |
| YTD | -5.4% | +7.1% | -12.5% | -0.3% |
| 1Y | +28.0% | -8.3% | +36.4% | +36.5% |
| 3Y | +93.3% | +25.8% | +67.5% | +99.2% |
| All | +170.4% | +29.3% | +141.1% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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