-24.5%
ADSK vs FHN
+87.1%
-111.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | -2.5% | -1.9% | -0.6% | -2.2% |
| 30D | -14.9% | -5.4% | -9.4% | -14.0% |
| 3M | +3.3% | -1.4% | +4.7% | +3.5% |
| 6M | -15.7% | +9.9% | -25.5% | -17.5% |
| YTD | -28.2% | +3.9% | -32.1% | -29.1% |
| 1Y | -34.5% | +10.6% | -45.1% | -36.3% |
| 3Y | -2.9% | +130.7% | -133.6% | -16.8% |
| All | -24.5% | +87.1% | -111.6% | -35.8% |
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