+193.5%
NRG vs HIG
+116.1%
+77.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -4.7% | -1.5% | -3.2% | -4.1% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -8.0% | +6.7% | -14.6% | -11.1% |
| 6M | -23.2% | +2.0% | -25.1% | -24.5% |
| YTD | -28.1% | +0.3% | -28.3% | -28.9% |
| 1Y | -27.3% | +4.2% | -31.5% | -29.7% |
| 3Y | +208.7% | +102.2% | +106.4% | +107.7% |
| All | +193.5% | +116.1% | +77.4% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling