+55.2%
HYG vs FN
+927.1%
-871.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | -0.3% |
| 7D | -0.7% | +2.3% | -3.0% | -0.9% |
| 30D | -0.6% | -23.2% | +22.6% | +0.7% |
| 3M | +0.4% | -30.4% | +30.8% | +2.0% |
| 6M | +1.2% | -25.6% | +26.8% | +1.8% |
| YTD | +1.5% | -11.3% | +12.8% | +0.6% |
| 1Y | +3.2% | +8.4% | -5.2% | +0.6% |
| 3Y | +25.9% | +166.2% | -140.4% | +12.3% |
| 5Y | +18.6% | +290.3% | -271.7% | +0.9% |
| All | +55.2% | +927.1% | -871.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling