+14.5%
NET vs HIG
+12.7%
+1.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -1.8% |
| 7D | -16.4% | +6.2% | -22.6% | -14.8% |
| 30D | -25.8% | +9.4% | -35.3% | -24.3% |
| 3M | -11.5% | -2.3% | -9.2% | -11.7% |
| 6M | +18.9% | +4.2% | +14.8% | +20.9% |
| YTD | +35.2% | +1.6% | +33.6% | +36.7% |
| 1Y | +14.5% | +9.9% | +4.6% | +19.2% |
| All | +14.5% | +12.7% | +1.7% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling