+122.2%
ALL vs FHN
+86.2%
+36.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +1.2% | -1.1% | -0.2% |
| 30D | -1.5% | -4.7% | +3.2% | -0.8% |
| 3M | +23.6% | +3.5% | +20.1% | +22.9% |
| 6M | +22.3% | +7.8% | +14.5% | +20.8% |
| YTD | +26.5% | +5.9% | +20.6% | +25.1% |
| 1Y | +27.0% | +12.5% | +14.5% | +24.2% |
| 3Y | +149.6% | +117.2% | +32.4% | +120.2% |
| All | +122.2% | +86.2% | +36.0% | +94.3% |
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 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