-43.9%
ALB vs FHN
+86.2%
-130.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | +1.2% | -9.2% | -8.5% |
| 30D | +6.3% | -4.7% | +11.0% | +7.9% |
| 3M | -23.6% | +3.5% | -27.1% | -24.7% |
| 6M | -24.6% | +7.8% | -32.4% | -26.9% |
| YTD | -10.3% | +5.9% | -16.1% | -12.6% |
| 1Y | +61.5% | +12.5% | +49.0% | +53.5% |
| 3Y | -34.0% | +117.2% | -151.2% | -49.0% |
| All | -43.9% | +86.2% | -130.1% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling