+41.5%
NU vs HYG
+18.8%
+22.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | -4.9% | -0.7% | -4.2% | -2.9% |
| 30D | +7.8% | -0.7% | +8.5% | +10.3% |
| 3M | +20.9% | -0.2% | +21.1% | +21.8% |
| 6M | +0.9% | +1.4% | -0.5% | -2.6% |
| YTD | -12.7% | +1.5% | -14.1% | -15.6% |
| 1Y | -6.4% | +2.9% | -9.3% | -13.0% |
| 3Y | +98.1% | +25.6% | +72.5% | +7.4% |
| All | +41.5% | +18.8% | +22.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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