+180.8%
NOK vs HIG
+101.8%
+79.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +8.7% | -2.3% | +11.0% | +8.9% |
| 30D | +12.5% | -1.2% | +13.7% | +12.6% |
| 3M | -20.7% | +6.3% | -27.0% | -21.8% |
| 6M | +36.2% | +0.6% | +35.6% | +35.9% |
| YTD | +64.1% | +0.6% | +63.5% | +63.9% |
| 1Y | +132.4% | +6.1% | +126.3% | +129.4% |
| All | +180.8% | +101.8% | +79.0% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling