+44.4%
ALAB vs FHN
+10.7%
+33.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | +26.9% | +1.3% | +25.7% | +26.1% |
| 30D | -30.0% | +2.8% | -32.8% | -30.7% |
| 3M | -28.5% | -8.9% | -19.6% | -24.3% |
| 6M | +11.4% | -0.7% | +12.1% | +9.7% |
| YTD | +36.9% | +0.1% | +36.9% | +36.2% |
| 1Y | +44.4% | +10.4% | +34.0% | +35.6% |
| All | +44.4% | +10.7% | +33.7% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling