-25.7%
FN vs HIG
+12.7%
-38.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.3% | -3.6% |
| 7D | -7.0% | +6.2% | -13.2% | -0.9% |
| 30D | -24.7% | +9.4% | -34.2% | -17.6% |
| 3M | -35.7% | -2.3% | -33.3% | -35.7% |
| 6M | -52.4% | +4.2% | -56.6% | -48.9% |
| YTD | -25.0% | +1.6% | -26.5% | -19.5% |
| 1Y | -25.7% | +9.9% | -35.5% | -15.4% |
| All | -25.7% | +12.7% | -38.4% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling