+1,449.6%
NET vs HIG
+168.1%
+1,281.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -7.0% | +0.3% | -7.3% | -7.0% |
| 30D | -4.8% | -3.2% | -1.6% | -4.3% |
| 3M | +3.8% | +9.1% | -5.3% | +2.1% |
| 6M | +50.0% | -1.8% | +51.8% | +50.1% |
| YTD | +41.5% | +1.8% | +39.7% | +40.6% |
| 1Y | +32.8% | +4.6% | +28.3% | +31.2% |
| 3Y | +335.9% | +101.6% | +234.2% | +285.2% |
| 5Y | +113.8% | +124.5% | -10.7% | +86.4% |
| All | +1,449.6% | +168.1% | +1,281.5% | +1,445.4% |
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