+249.6%
ALAB vs FHN
+71.1%
+178.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.1% | +11.6% | +12.4% |
| 7D | -5.6% | -0.5% | -5.1% | -4.9% |
| 30D | -36.6% | +1.9% | -38.6% | -37.3% |
| 3M | -35.1% | -6.9% | -28.2% | -32.1% |
| 6M | +8.5% | -3.1% | +11.6% | +9.7% |
| YTD | +30.4% | +0.6% | +29.8% | +28.7% |
| 1Y | +31.0% | +12.4% | +18.7% | +20.6% |
| All | +249.6% | +71.1% | +178.5% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling