+212.0%
NXT vs HRB
+43.3%
+168.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.4% |
| 7D | -9.4% | -5.1% | -4.3% | -9.9% |
| 30D | +15.1% | +8.7% | +6.4% | +16.3% |
| 3M | -9.1% | -5.4% | -3.7% | -9.3% |
| 6M | -30.3% | +41.6% | -71.9% | -27.6% |
| YTD | +9.1% | +18.7% | -9.6% | +16.5% |
| 1Y | +7.9% | +16.4% | -8.6% | +15.4% |
| 3Y | +176.5% | +22.0% | +154.5% | +191.7% |
| All | +212.0% | +43.3% | +168.7% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling