+3,689.8%
FN vs HIG
+698.4%
+2,991.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -22.0% | -3.2% | -18.8% | -21.2% |
| 3M | -43.0% | +9.1% | -52.2% | -45.7% |
| 6M | -27.7% | -1.8% | -26.0% | -28.3% |
| YTD | -10.5% | +1.8% | -12.3% | -12.8% |
| 1Y | +12.5% | +4.6% | +7.9% | +7.8% |
| 3Y | +153.8% | +101.6% | +52.2% | +79.8% |
| 5Y | +288.0% | +124.5% | +163.5% | +160.1% |
| 10Y | +906.4% | +317.8% | +588.6% | +354.9% |
| All | +3,689.8% | +698.4% | +2,991.4% | +934.8% |
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