+1,464.0%
NRG vs HIG
+297.3%
+1,166.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -0.2% | -2.3% | +2.1% | +0.2% |
| 30D | -6.8% | -1.2% | -5.6% | -6.6% |
| 3M | -7.1% | +6.3% | -13.4% | -8.4% |
| 6M | -27.6% | +0.6% | -28.1% | -27.9% |
| YTD | -29.2% | +0.6% | -29.8% | -29.6% |
| 1Y | -29.9% | +6.1% | -36.0% | -31.1% |
| 3Y | +198.7% | +102.0% | +96.7% | +159.3% |
| 5Y | +192.9% | +119.2% | +73.7% | +150.2% |
| 10Y | +1,084.1% | +312.5% | +771.7% | +787.5% |
| All | +1,464.0% | +297.3% | +1,166.7% | +836.5% |
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