+177.4%
NXT vs PHM
+127.7%
+49.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.1% | -3.2% | +2.1% | +0.2% |
| 30D | -15.3% | -6.4% | -8.9% | -13.0% |
| 3M | -43.8% | +5.5% | -49.3% | -45.5% |
| 6M | -18.7% | -5.4% | -13.2% | -17.5% |
| YTD | -3.0% | +6.6% | -9.6% | -6.6% |
| 1Y | +22.7% | -8.8% | +31.6% | +25.8% |
| 3Y | +95.9% | +54.1% | +41.8% | +52.4% |
| All | +177.4% | +127.7% | +49.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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