+57.6%
HYG vs FN
+850.1%
-792.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -0.1% |
| 7D | -0.2% | +8.0% | -8.2% | -0.8% |
| 30D | +0.6% | -19.1% | +19.7% | +1.4% |
| 3M | -1.2% | -29.8% | +28.6% | +0.1% |
| 6M | -0.4% | -43.2% | +42.8% | +1.7% |
| YTD | +0.8% | -18.9% | +19.8% | 0.0% |
| 1Y | +1.7% | -17.9% | +19.5% | +0.6% |
| 3Y | +24.7% | +120.1% | -95.4% | +12.3% |
| 5Y | +18.4% | +206.7% | -188.3% | +2.1% |
| 10Y | +57.6% | +804.7% | -747.1% | +24.7% |
| All | +57.6% | +850.1% | -792.5% | +24.7% |
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