+12.5%
FN vs HIG
+5.1%
+7.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +2.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.4% |
| 30D | -22.0% | -3.2% | -18.8% | -23.4% |
| 3M | -43.0% | +9.1% | -52.2% | -38.4% |
| 6M | -27.7% | -1.8% | -26.0% | -25.9% |
| YTD | -10.5% | +1.8% | -12.3% | -5.6% |
| 1Y | +12.5% | +4.6% | +7.9% | +18.6% |
| All | +12.5% | +5.1% | +7.4% | +18.6% |
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