+206.7%
FN vs HIG
+109.1%
+97.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +8.0% | -0.7% | +8.7% | +8.1% |
| 30D | -19.1% | +5.4% | -24.5% | -20.3% |
| 3M | -29.8% | -0.9% | -28.9% | -30.0% |
| 6M | -43.2% | +4.8% | -48.0% | -44.6% |
| YTD | -18.9% | +0.9% | -19.8% | -20.3% |
| 1Y | -17.9% | +6.5% | -24.3% | -21.1% |
| 3Y | +120.1% | +95.7% | +24.4% | +50.2% |
| 5Y | +206.7% | +107.1% | +99.6% | +96.5% |
| All | +206.7% | +109.1% | +97.6% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling