+128.2%
HYG vs FN
+3,131.3%
-3,003.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | -0.4% | +20.8% | -21.2% | -1.4% |
| 30D | +0.4% | -17.3% | +17.7% | +1.0% |
| 3M | -1.8% | -38.1% | +36.3% | 0.0% |
| 6M | -0.7% | -44.2% | +43.5% | +1.2% |
| YTD | +0.3% | -22.3% | +22.6% | -0.1% |
| 1Y | +1.4% | -20.9% | +22.3% | +0.7% |
| 3Y | +24.1% | +111.1% | -87.0% | +14.3% |
| 5Y | +17.8% | +191.8% | -174.0% | +5.2% |
| 10Y | +56.8% | +767.4% | -710.6% | +30.1% |
| All | +128.2% | +3,131.3% | -3,003.1% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling