+3,646.0%
ALL vs FHN
+541.4%
+3,104.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.3% |
| 7D | -1.9% | -1.0% | -1.0% | -1.6% |
| 30D | +13.8% | +0.2% | +13.6% | +13.7% |
| 3M | -7.0% | -9.0% | +2.0% | -3.9% |
| 6M | +18.0% | -6.8% | +24.9% | +20.7% |
| YTD | +24.2% | -1.5% | +25.7% | +24.1% |
| 1Y | +31.2% | +10.9% | +20.2% | +25.6% |
| 3Y | +107.5% | +119.4% | -11.8% | +50.8% |
| 5Y | +144.8% | +57.5% | +87.3% | +84.6% |
| 10Y | +375.8% | +114.1% | +261.6% | +188.3% |
| All | +3,646.0% | +541.4% | +3,104.6% | +1,132.6% |
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