+4,000.7%
NUE vs HIG
+987.6%
+3,013.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -6.1% | -2.8% | -3.3% | -5.4% |
| 3M | +1.7% | +6.3% | -4.7% | -0.1% |
| 6M | +53.1% | -0.1% | +53.2% | +52.6% |
| YTD | +59.0% | +0.4% | +58.6% | +58.3% |
| 1Y | +85.3% | +6.2% | +79.1% | +81.5% |
| 3Y | +63.2% | +101.6% | -38.4% | +34.9% |
| 5Y | +146.8% | +119.8% | +26.9% | +100.5% |
| 10Y | +584.3% | +311.7% | +272.6% | +369.6% |
| All | +4,000.7% | +987.6% | +3,013.0% | +1,604.7% |
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