-61.1%
ADBE vs FHN
+90.8%
-151.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -10.1% | +2.7% | -12.7% | -10.5% |
| 30D | -3.0% | -3.1% | +0.1% | -2.5% |
| 3M | +5.0% | +2.3% | +2.7% | +4.4% |
| 6M | -9.3% | +9.7% | -19.0% | -11.1% |
| YTD | -26.5% | +4.7% | -31.2% | -27.4% |
| 1Y | -28.3% | +13.8% | -42.0% | -30.4% |
| 3Y | -54.1% | +131.6% | -185.7% | -60.5% |
| All | -61.1% | +90.8% | -151.9% | -65.3% |
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