+37,071.1%
ADI vs FHN
+1,824.4%
+35,246.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.4% | +1.2% | -0.7% | +0.1% |
| 30D | -3.8% | -4.7% | +0.9% | -2.4% |
| 3M | -15.3% | +3.5% | -18.8% | -16.3% |
| 6M | +6.7% | +7.8% | -1.1% | +4.1% |
| YTD | +34.8% | +5.9% | +28.9% | +32.0% |
| 1Y | +49.0% | +12.5% | +36.6% | +42.8% |
| 3Y | +108.1% | +117.2% | -9.1% | +61.1% |
| 5Y | +142.4% | +86.5% | +55.9% | +83.2% |
| 10Y | +589.9% | +125.7% | +464.2% | +354.7% |
| All | +37,071.1% | +1,824.4% | +35,246.7% | +9,002.2% |
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