+102.4%
FN vs HIG
+89.3%
+13.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.3% | +13.9% | +11.2% |
| 7D | 0.0% | +1.1% | -1.1% | +0.2% |
| 30D | -34.3% | +5.6% | -39.9% | -33.8% |
| 3M | -39.9% | -6.9% | -33.0% | -40.0% |
| 6M | -51.8% | +1.3% | -53.1% | -51.7% |
| YTD | -28.1% | -1.5% | -26.7% | -27.9% |
| 1Y | -29.1% | +6.6% | -35.7% | -29.9% |
| 3Y | +102.4% | +91.2% | +11.3% | +81.5% |
| All | +102.4% | +89.3% | +13.1% | +81.5% |
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