+103.5%
NU vs HIG
+101.8%
+1.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | -2.3% | -1.9% | -3.5% |
| 30D | +10.0% | -1.2% | +11.2% | +10.5% |
| 3M | +29.3% | +6.3% | +23.0% | +26.0% |
| 6M | +0.9% | +0.6% | +0.4% | +0.3% |
| YTD | -10.3% | +0.6% | -10.9% | -10.9% |
| 1Y | -3.2% | +6.1% | -9.3% | -5.8% |
| All | +103.5% | +101.8% | +1.7% | +65.9% |
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