-13.1%
ABT vs FHN
+11.3%
-24.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -5.4% | -0.9% | -4.5% | -5.2% |
| 30D | +8.0% | +2.0% | +6.0% | +7.6% |
| 3M | +0.2% | -6.8% | +7.1% | +1.5% |
| 6M | +34.1% | -0.8% | +34.9% | +33.8% |
| YTD | -10.6% | +0.6% | -11.2% | -11.5% |
| All | -13.1% | +11.3% | -24.3% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling