+1,865.2%
NI vs HIG
+980.5%
+884.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.4% |
| 30D | -1.7% | -4.9% | +3.2% | -1.0% |
| 3M | -8.0% | +6.8% | -14.8% | -8.9% |
| 6M | -8.6% | -1.7% | -7.0% | -8.5% |
| YTD | +2.3% | -0.2% | +2.6% | +2.2% |
| 1Y | +6.9% | +5.7% | +1.2% | +5.9% |
| 3Y | +70.6% | +100.3% | -29.7% | +54.0% |
| 5Y | +96.4% | +118.5% | -22.1% | +74.6% |
| 10Y | +136.1% | +309.7% | -173.6% | +89.2% |
| All | +1,865.2% | +980.5% | +884.8% | +1,005.6% |
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