+234.1%
ABT vs FHN
+81.8%
+152.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | +2.1% | -3.4% | -1.5% |
| 30D | +6.0% | +3.8% | +2.2% | +5.6% |
| 3M | -1.9% | -8.9% | +7.1% | -0.8% |
| 6M | +31.2% | +1.8% | +29.4% | +30.8% |
| YTD | -11.2% | +0.6% | -11.8% | -11.4% |
| 1Y | -14.0% | +12.9% | -26.9% | -15.4% |
| 3Y | +20.7% | +126.4% | -105.7% | +6.8% |
| 5Y | -6.7% | +62.3% | -69.0% | -16.0% |
| All | +234.1% | +81.8% | +152.3% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling