+79.3%
ADI vs FHN
+14.6%
+64.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.8% |
| 7D | -5.1% | +2.3% | -7.4% | -6.0% |
| 30D | -3.1% | +1.6% | -4.7% | -3.7% |
| 3M | +7.1% | -8.4% | +15.5% | +11.0% |
| 6M | +2.9% | -2.3% | +5.2% | +3.5% |
| YTD | +51.1% | +1.5% | +49.7% | +45.2% |
| 1Y | +79.3% | +15.0% | +64.3% | +57.6% |
| All | +79.3% | +14.6% | +64.7% | +57.6% |
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