+40.8%
ALB vs FHN
+106.3%
-65.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -1.0% |
| 7D | +9.5% | -0.5% | +9.9% | +9.6% |
| 30D | -2.1% | +1.9% | -4.1% | -3.0% |
| 3M | -24.1% | -6.9% | -17.2% | -22.1% |
| 6M | -51.0% | -3.1% | -47.9% | -50.7% |
| YTD | -29.3% | +0.6% | -29.9% | -30.2% |
| 1Y | +3.2% | +12.4% | -9.2% | -2.5% |
| 3Y | -9.3% | +133.7% | -143.0% | -37.1% |
| 5Y | -61.6% | +61.4% | -123.0% | -71.4% |
| 10Y | +40.8% | +97.9% | -57.1% | -5.6% |
| All | +40.8% | +106.3% | -65.5% | -5.6% |
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 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