+11,904.6%
ADP vs FHN
+1,690.1%
+10,214.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +3.2% | -1.0% | +4.2% | +3.5% |
| 30D | +14.9% | +0.2% | +14.7% | +14.8% |
| 3M | +11.6% | -9.0% | +20.6% | +13.9% |
| 6M | +48.5% | -6.8% | +55.3% | +50.5% |
| YTD | +20.6% | -1.5% | +22.1% | +20.4% |
| 1Y | +23.7% | +10.9% | +12.7% | +20.3% |
| 3Y | +47.8% | +119.4% | -71.6% | +21.0% |
| 5Y | +47.7% | +57.5% | -9.8% | +24.4% |
| 10Y | +324.0% | +114.1% | +209.8% | +212.4% |
| All | +11,904.6% | +1,690.1% | +10,214.5% | +4,454.6% |
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 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