+49.1%
ADP vs FHN
+56.9%
-7.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | +14.9% | +0.2% | +14.7% | +14.9% |
| 3M | +11.6% | -9.0% | +20.6% | +13.1% |
| 6M | +48.5% | -6.8% | +55.3% | +49.8% |
| YTD | +20.6% | -1.5% | +22.1% | +20.5% |
| 1Y | +23.7% | +10.9% | +12.7% | +21.4% |
| 3Y | +47.8% | +119.4% | -71.6% | +31.2% |
| All | +49.1% | +56.9% | -7.8% | +36.0% |
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