+66.0%
NUE vs HIG
+101.1%
-35.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.6% | -1.5% | +0.8% | -0.1% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | -0.3% | +6.7% | -7.0% | -3.1% |
| 6M | +51.9% | +2.0% | +49.9% | +50.0% |
| YTD | +60.0% | +0.3% | +59.7% | +59.0% |
| 1Y | +82.9% | +4.2% | +78.7% | +78.3% |
| 3Y | +66.0% | +102.2% | -36.3% | +15.8% |
| All | +66.0% | +101.1% | -35.1% | +15.8% |
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