+32.6%
NET vs HIG
+106.6%
-74.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.5% |
| 7D | -16.4% | +6.2% | -22.6% | -18.5% |
| 30D | -25.8% | +9.4% | -35.3% | -28.9% |
| 3M | -11.5% | -2.3% | -9.2% | -11.1% |
| 6M | +18.9% | +4.2% | +14.8% | +15.6% |
| YTD | +35.2% | +1.6% | +33.6% | +32.4% |
| 1Y | +14.5% | +9.9% | +4.6% | +7.2% |
| 3Y | +313.8% | +96.6% | +217.2% | +158.9% |
| 5Y | +32.6% | +112.1% | -79.5% | -25.0% |
| All | +32.6% | +106.6% | -74.0% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling