+826.4%
FN vs HIG
+270.3%
+556.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.2% | +11.7% |
| 7D | +16.3% | -0.5% | +16.8% | +16.3% |
| 30D | -24.7% | +4.5% | -29.2% | -26.0% |
| 3M | -34.9% | -5.5% | -29.5% | -34.3% |
| 6M | -41.1% | +3.1% | -44.2% | -42.5% |
| YTD | -19.6% | -0.8% | -18.8% | -20.9% |
| 1Y | -18.5% | +6.1% | -24.6% | -21.7% |
| 3Y | +119.1% | +94.1% | +25.0% | +69.0% |
| 5Y | +206.9% | +106.4% | +100.5% | +130.4% |
| 10Y | +826.4% | +265.1% | +561.4% | +461.6% |
| All | +826.4% | +270.3% | +556.1% | +461.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling