+128.6%
HYG vs FN
+3,241.9%
-3,113.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.5% | -0.2% |
| 7D | +0.8% | +16.3% | -15.5% | -0.1% |
| 30D | +0.4% | -24.7% | +25.1% | +1.5% |
| 3M | -1.7% | -34.9% | +33.3% | -0.1% |
| 6M | -0.9% | -41.1% | +40.2% | +0.8% |
| YTD | +0.5% | -19.6% | +20.1% | -0.1% |
| 1Y | +1.8% | -18.5% | +20.3% | +1.0% |
| 3Y | +24.9% | +119.1% | -94.2% | +14.8% |
| 5Y | +17.2% | +206.9% | -189.8% | +4.4% |
| 10Y | +53.6% | +826.4% | -772.8% | +27.1% |
| All | +128.6% | +3,241.9% | -3,113.3% | +79.7% |
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 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