+2,885.9%
ALB vs FHN
+595.6%
+2,290.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | +1.2% | -9.2% | -8.4% |
| 30D | +6.3% | -4.7% | +11.0% | +7.8% |
| 3M | -23.6% | +3.5% | -27.1% | -24.6% |
| 6M | -24.6% | +7.8% | -32.4% | -26.8% |
| YTD | -10.3% | +5.9% | -16.1% | -12.4% |
| 1Y | +61.5% | +12.5% | +49.0% | +53.9% |
| 3Y | -34.0% | +117.2% | -151.2% | -49.7% |
| 5Y | -44.6% | +86.5% | -131.1% | -58.1% |
| 10Y | +76.1% | +125.7% | -49.6% | +17.9% |
| All | +2,885.9% | +595.6% | +2,290.3% | +1,305.6% |
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 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