+400.4%
ALAB vs FHN
+80.1%
+320.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.8% | +9.8% |
| 7D | +7.2% | +1.2% | +6.1% | +6.4% |
| 30D | -2.5% | -4.7% | +2.2% | +0.4% |
| 3M | -13.3% | +3.5% | -16.9% | -15.9% |
| 6M | +172.8% | +7.8% | +165.0% | +156.7% |
| YTD | +86.6% | +5.9% | +80.7% | +78.5% |
| 1Y | +65.2% | +12.5% | +52.7% | +51.0% |
| All | +400.4% | +80.1% | +320.3% | +302.6% |
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 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