+20,355.4%
ADBE vs FHN
+1,728.2%
+18,627.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.6% | +2.1% | -0.5% | +1.0% |
| 30D | +1.0% | +3.8% | -2.8% | 0.0% |
| 3M | -10.1% | -8.9% | -1.2% | -7.8% |
| 6M | +3.0% | +1.8% | +1.2% | +2.1% |
| YTD | -30.5% | +0.6% | -31.1% | -31.2% |
| 1Y | -27.1% | +12.9% | -40.1% | -30.2% |
| 3Y | -58.8% | +126.4% | -185.2% | -68.3% |
| 5Y | -63.0% | +62.3% | -125.3% | -70.5% |
| 10Y | +134.5% | +84.0% | +50.5% | +61.3% |
| All | +20,355.4% | +1,728.2% | +18,627.2% | +3,972.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling