+50.4%
ALLE vs FHN
+56.9%
-6.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | +25.3% | +0.2% | +25.1% | +25.3% |
| 3M | +10.3% | -9.0% | +19.3% | +12.4% |
| 6M | +38.0% | -6.8% | +44.9% | +39.9% |
| YTD | +17.8% | -1.5% | +19.3% | +18.0% |
| 1Y | +13.6% | +10.9% | +2.7% | +11.3% |
| 3Y | +89.2% | +119.4% | -30.2% | +63.5% |
| All | +50.4% | +56.9% | -6.5% | +31.7% |
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