+141.2%
ADI vs FHN
+88.9%
+52.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +2.4% | +2.7% | -0.2% | +1.8% |
| 30D | -6.6% | -3.1% | -3.5% | -5.9% |
| 3M | -9.8% | +2.3% | -12.1% | -10.4% |
| 6M | +15.7% | +9.7% | +5.9% | +12.9% |
| YTD | +35.1% | +4.7% | +30.4% | +33.2% |
| 1Y | +47.7% | +13.8% | +33.9% | +42.4% |
| 3Y | +114.5% | +131.6% | -17.1% | +83.3% |
| 5Y | +141.2% | +91.1% | +50.1% | +101.8% |
| All | +141.2% | +88.9% | +52.3% | +101.8% |
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