+102.2%
HIG vs FIVN
-55.2%
+157.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.5% | -7.8% | +6.4% | -1.1% |
| 30D | -0.4% | -1.7% | +1.4% | -0.3% |
| 3M | +6.7% | +47.2% | -40.5% | +4.3% |
| 6M | +2.0% | +82.7% | -80.8% | -2.1% |
| YTD | +0.3% | +52.9% | -52.6% | -2.7% |
| 1Y | +4.2% | +17.5% | -13.3% | +2.9% |
| 3Y | +102.2% | -55.8% | +158.0% | +103.4% |
| All | +102.2% | -55.2% | +157.5% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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