+4,619.0%
ADSK vs FHN
+1,803.6%
+2,815.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -14.3% | +2.7% | -17.0% | -15.0% |
| 30D | -14.8% | -3.1% | -11.7% | -14.1% |
| 3M | -5.7% | +2.3% | -8.0% | -6.5% |
| 6M | -18.7% | +9.7% | -28.4% | -21.3% |
| YTD | -28.3% | +4.7% | -33.0% | -29.9% |
| 1Y | -35.1% | +13.8% | -48.8% | -38.2% |
| 3Y | -3.2% | +131.6% | -134.7% | -27.1% |
| 5Y | -26.7% | +91.1% | -117.9% | -45.4% |
| 10Y | +208.4% | +126.6% | +81.8% | +98.2% |
| All | +4,619.0% | +1,803.6% | +2,815.4% | +1,581.7% |
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