+3,716.0%
ALL vs FHN
+589.5%
+3,126.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +1.2% | -1.1% | -0.4% |
| 30D | -1.5% | -4.7% | +3.2% | +0.1% |
| 3M | +23.6% | +3.5% | +20.1% | +22.0% |
| 6M | +22.3% | +7.8% | +14.5% | +18.8% |
| YTD | +26.5% | +5.9% | +20.6% | +23.3% |
| 1Y | +27.0% | +12.5% | +14.5% | +20.8% |
| 3Y | +149.6% | +117.2% | +32.4% | +81.5% |
| 5Y | +118.1% | +86.5% | +31.5% | +54.3% |
| 10Y | +369.0% | +125.7% | +243.2% | +178.7% |
| All | +3,716.0% | +589.5% | +3,126.5% | +1,124.2% |
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