+947.8%
HIG vs NTRS
+2,520.8%
-1,573.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.1% |
| 7D | -1.5% | +1.4% | -2.8% | -2.4% |
| 30D | -0.4% | -0.7% | +0.3% | 0.0% |
| 3M | +6.7% | +11.3% | -4.7% | -1.6% |
| 6M | +2.0% | +35.5% | -33.6% | -18.5% |
| YTD | +0.3% | +40.6% | -40.3% | -22.6% |
| 1Y | +4.2% | +49.2% | -45.0% | -23.3% |
| 3Y | +102.2% | +167.2% | -65.0% | -6.8% |
| 5Y | +118.5% | +94.9% | +23.6% | +18.3% |
| 10Y | +311.1% | +259.5% | +51.7% | +30.7% |
| All | +947.8% | +2,520.8% | -1,573.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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