+83.0%
ALB vs FHN
+126.5%
-43.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | -4.4% | +2.7% | -7.1% | -5.5% |
| 30D | -1.2% | -3.1% | +1.9% | 0.0% |
| 3M | -13.3% | +2.3% | -15.7% | -14.4% |
| 6M | -19.8% | +9.7% | -29.5% | -23.1% |
| YTD | -7.9% | +4.7% | -12.7% | -10.3% |
| 1Y | +60.2% | +13.8% | +46.4% | +50.2% |
| 3Y | -26.4% | +131.6% | -158.0% | -48.7% |
| 5Y | -42.5% | +91.1% | -133.7% | -60.2% |
| 10Y | +83.0% | +126.6% | -43.6% | +11.3% |
| All | +83.0% | +126.5% | -43.5% | +11.3% |
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