+140.2%
NI vs HIG
+313.7%
-173.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | -10.6% | +6.7% | -17.2% | -12.5% |
| 6M | -9.3% | +2.0% | -11.3% | -10.1% |
| YTD | +1.1% | +0.3% | +0.9% | +0.7% |
| 1Y | +3.4% | +4.2% | -0.8% | +1.6% |
| 3Y | +67.9% | +102.2% | -34.4% | +33.9% |
| 5Y | +98.0% | +118.5% | -20.5% | +52.7% |
| All | +140.2% | +313.7% | -173.5% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling