+25.6%
HYG vs FIVN
-55.2%
+80.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -0.7% | -7.8% | +7.1% | -0.5% |
| 30D | -0.7% | -1.7% | +1.0% | -0.7% |
| 3M | -0.2% | +47.2% | -47.4% | -1.6% |
| 6M | +1.4% | +82.7% | -81.3% | -1.1% |
| YTD | +1.5% | +52.9% | -51.5% | -0.5% |
| 1Y | +2.9% | +17.5% | -14.6% | +2.0% |
| 3Y | +25.6% | -55.8% | +81.5% | +27.8% |
| All | +25.6% | -55.2% | +80.9% | +27.8% |
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