+56.0%
HYG vs FN
+963.5%
-907.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -0.2% | +5.8% | -6.0% | -0.5% |
| 30D | -0.1% | -20.6% | +20.6% | +1.0% |
| 3M | +0.7% | -28.6% | +29.3% | +2.1% |
| 6M | +1.5% | -20.7% | +22.2% | +1.7% |
| YTD | +1.9% | -8.1% | +10.1% | +0.8% |
| 1Y | +3.7% | +13.3% | -9.6% | +0.9% |
| 3Y | +26.5% | +175.7% | -149.2% | +12.6% |
| 5Y | +19.0% | +297.4% | -278.5% | +1.1% |
| All | +56.0% | +963.5% | -907.5% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling