+257.6%
ALAB vs FHN
+71.1%
+186.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | +16.3% | +2.1% | +14.2% | +14.9% |
| 30D | -26.1% | +3.8% | -29.9% | -27.7% |
| 3M | -31.3% | -8.9% | -22.3% | -27.1% |
| 6M | -1.0% | +1.8% | -2.8% | -2.9% |
| YTD | +33.3% | +0.6% | +32.8% | +31.6% |
| 1Y | +53.5% | +12.9% | +40.6% | +40.6% |
| All | +257.6% | +71.1% | +186.5% | +196.9% |
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