+2,943.1%
FN vs HIG
+673.1%
+2,270.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.3% | +13.9% | +12.5% |
| 7D | 0.0% | +1.1% | -1.1% | -0.7% |
| 30D | -34.3% | +5.6% | -39.9% | -36.2% |
| 3M | -39.9% | -6.9% | -33.0% | -38.8% |
| 6M | -51.8% | +1.3% | -53.1% | -53.1% |
| YTD | -28.1% | -1.5% | -26.7% | -29.7% |
| 1Y | -29.1% | +6.6% | -35.7% | -33.0% |
| 3Y | +102.4% | +91.2% | +11.3% | +45.5% |
| 5Y | +171.7% | +106.1% | +65.6% | +87.3% |
| 10Y | +773.5% | +283.7% | +489.8% | +308.1% |
| All | +2,943.1% | +673.1% | +2,270.0% | +734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling