+1,381.0%
NET vs HIG
+167.6%
+1,213.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -2.9% |
| 7D | -16.4% | +6.2% | -22.6% | -17.2% |
| 30D | -25.8% | +9.4% | -35.3% | -27.0% |
| 3M | -11.5% | -2.3% | -9.2% | -11.4% |
| 6M | +18.9% | +4.2% | +14.8% | +17.7% |
| YTD | +35.2% | +1.6% | +33.6% | +34.3% |
| 1Y | +14.5% | +9.9% | +4.6% | +12.0% |
| 3Y | +313.8% | +96.6% | +217.2% | +266.6% |
| 5Y | +32.6% | +112.1% | -79.5% | +15.7% |
| All | +1,381.0% | +167.6% | +1,213.4% | +1,375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling