+207.4%
ALAB vs FHN
+67.5%
+139.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.5% |
| 7D | -26.3% | -1.0% | -25.3% | -25.7% |
| 30D | -50.1% | +0.2% | -50.3% | -50.2% |
| 3M | -42.5% | -9.0% | -33.5% | -39.1% |
| 6M | -10.8% | -6.8% | -4.0% | -7.6% |
| YTD | +14.6% | -1.5% | +16.1% | +14.5% |
| 1Y | +17.1% | +10.9% | +6.2% | +8.5% |
| All | +207.4% | +67.5% | +139.9% | +158.3% |
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 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