+114.2%
HIG vs NTR
+45.7%
+68.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | -0.4% | +16.8% | -17.1% | -2.7% |
| 3M | +6.7% | +20.7% | -14.1% | +3.6% |
| 6M | +2.0% | +0.5% | +1.4% | +1.5% |
| YTD | +0.3% | +29.2% | -28.9% | -4.7% |
| 1Y | +4.2% | +39.6% | -35.4% | -2.7% |
| 3Y | +102.2% | +37.9% | +64.4% | +87.4% |
| All | +114.2% | +45.7% | +68.5% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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