+1,013.7%
NOK vs HIG
+987.6%
+26.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | +9.3% | -0.5% | +9.8% | +9.4% |
| 30D | +17.9% | -2.8% | +20.7% | +18.5% |
| 3M | -22.3% | +6.3% | -28.7% | -23.8% |
| 6M | +36.4% | -0.1% | +36.5% | +35.5% |
| YTD | +66.3% | +0.4% | +65.9% | +64.9% |
| 1Y | +134.4% | +6.2% | +128.2% | +129.0% |
| 3Y | +186.6% | +101.6% | +85.0% | +140.2% |
| 5Y | +102.7% | +119.8% | -17.2% | +66.4% |
| 10Y | +129.8% | +311.7% | -181.9% | +56.0% |
| All | +1,013.7% | +987.6% | +26.1% | +264.3% |
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