+26.7%
HYG vs FN
+175.0%
-148.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.1% |
| 7D | 0.0% | +3.5% | -3.5% | -0.1% |
| 30D | -0.1% | -26.0% | +25.9% | +0.7% |
| 3M | +1.0% | -33.3% | +34.2% | +1.9% |
| 6M | +2.3% | -14.9% | +17.3% | +2.1% |
| YTD | +2.1% | -8.6% | +10.7% | +1.5% |
| 1Y | +3.8% | +12.3% | -8.5% | +2.2% |
| 3Y | +26.7% | +174.4% | -147.7% | +16.7% |
| All | +26.7% | +175.0% | -148.3% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling