-7.7%
ADP vs FHN
+13.8%
-21.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -5.5% | +2.7% | -8.1% | -5.8% |
| 30D | -1.2% | -3.1% | +1.9% | -0.9% |
| 3M | +17.9% | +2.3% | +15.5% | +17.3% |
| 6M | +20.3% | +9.7% | +10.6% | +17.9% |
| YTD | +5.8% | +4.7% | +1.1% | +5.0% |
| 1Y | -7.7% | +13.8% | -21.5% | -11.1% |
| All | -7.7% | +13.8% | -21.5% | -11.1% |
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