+75.8%
ALB vs FHN
+13.3%
+62.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -4.0% | -2.6% | -1.5% | -3.3% |
| 3M | -17.4% | 0.0% | -17.4% | -17.9% |
| 6M | -25.4% | +9.2% | -34.6% | -28.8% |
| YTD | -10.5% | +4.3% | -14.9% | -13.7% |
| 1Y | +75.8% | +10.8% | +65.1% | +66.5% |
| All | +75.8% | +13.3% | +62.5% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling