-3.3%
ADSK vs FHN
+130.7%
-133.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -10.9% | -0.8% | -10.1% | -10.7% |
| 30D | -15.9% | -2.6% | -13.3% | -15.3% |
| 3M | -4.4% | +0.8% | -5.2% | -4.8% |
| 6M | -16.6% | +9.2% | -25.9% | -19.3% |
| YTD | -28.5% | +5.1% | -33.6% | -30.2% |
| 1Y | -34.6% | +12.2% | -46.9% | -37.8% |
| All | -3.3% | +130.7% | -133.9% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling