+151.4%
ADBE vs FHN
+128.3%
+23.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -5.4% | -1.2% | -4.2% | -5.1% |
| 30D | -2.5% | -4.8% | +2.3% | -1.7% |
| 3M | +15.3% | -0.7% | +16.0% | +15.3% |
| 6M | -7.8% | +10.6% | -18.5% | -9.9% |
| YTD | -27.9% | +4.6% | -32.5% | -28.9% |
| 1Y | -28.0% | +11.4% | -39.4% | -30.0% |
| 3Y | -55.3% | +132.3% | -187.6% | -62.5% |
| 5Y | -61.7% | +90.2% | -151.9% | -67.8% |
| All | +151.4% | +128.3% | +23.1% | +92.5% |
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