+41.5%
NU vs HIG
+119.6%
-78.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -4.9% | -1.5% | -3.4% | -4.1% |
| 30D | +7.8% | -0.4% | +8.2% | +7.9% |
| 3M | +20.9% | +6.7% | +14.3% | +16.1% |
| 6M | +0.9% | +2.0% | -1.1% | -0.9% |
| YTD | -12.7% | +0.3% | -13.0% | -13.5% |
| 1Y | -6.4% | +4.2% | -10.6% | -9.7% |
| 3Y | +98.1% | +102.2% | -4.1% | +17.9% |
| All | +41.5% | +119.6% | -78.1% | -23.4% |
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