+143.3%
AAPL vs FHN
+61.2%
+82.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +4.1% | +2.1% | +2.0% | +3.8% |
| 30D | +4.0% | +3.8% | +0.2% | +3.3% |
| 3M | +16.8% | -8.9% | +25.7% | +18.6% |
| 6M | +19.4% | +1.8% | +17.6% | +18.8% |
| YTD | +31.5% | +0.6% | +30.9% | +31.0% |
| 1Y | +31.0% | +12.9% | +18.0% | +27.9% |
| 3Y | +95.3% | +126.4% | -31.1% | +74.9% |
| All | +143.3% | +61.2% | +82.2% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · 6 months rolling