+234.6%
HIG vs NIO
-51.7%
+286.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.6% |
| 7D | +2.6% | -14.5% | +17.1% | +3.3% |
| 30D | +4.2% | -15.0% | +19.1% | +4.9% |
| 3M | +0.2% | -35.6% | +35.8% | +2.0% |
| 6M | +4.6% | -55.7% | +60.3% | +8.2% |
| YTD | +1.1% | -43.1% | +44.2% | +3.0% |
| 1Y | +4.7% | -53.5% | +58.2% | +7.6% |
| 3Y | +95.5% | -59.8% | +155.3% | +97.9% |
| 5Y | +111.7% | -93.2% | +204.9% | +127.9% |
| All | +234.6% | -51.7% | +286.2% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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