+506.3%
NOW vs HIG
+268.7%
+237.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.2% | -3.6% |
| 7D | -8.7% | +2.1% | -10.9% | -9.3% |
| 30D | -29.3% | +6.7% | -36.0% | -30.6% |
| 3M | -21.8% | -1.9% | -19.9% | -21.6% |
| 6M | +9.2% | +5.3% | +3.9% | +7.4% |
| YTD | -35.0% | +1.3% | -36.3% | -35.6% |
| 1Y | -42.5% | +7.2% | -49.7% | -44.1% |
| 3Y | -21.5% | +96.6% | -118.2% | -36.0% |
| 5Y | -25.8% | +110.0% | -135.8% | -40.9% |
| 10Y | +506.3% | +268.4% | +238.0% | +325.1% |
| All | +506.3% | +268.7% | +237.7% | +325.1% |
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