+61.8%
HYG vs FIVN
+280.5%
-218.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.7% | -11.3% | +10.5% | -0.2% |
| 30D | -0.6% | -7.3% | +6.7% | -0.3% |
| 3M | +0.4% | +41.7% | -41.3% | -1.5% |
| 6M | +1.2% | +78.3% | -77.0% | -2.2% |
| YTD | +1.5% | +50.9% | -49.4% | -1.4% |
| 1Y | +3.2% | +19.7% | -16.5% | +1.3% |
| 3Y | +25.9% | -55.7% | +81.6% | +28.4% |
| 5Y | +18.6% | -82.6% | +101.2% | +24.2% |
| 10Y | +55.8% | +113.6% | -57.8% | +47.9% |
| All | +61.8% | +280.5% | -218.7% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling