+338.5%
ALLE vs FHN
+203.4%
+135.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.6% | -1.0% | +0.4% | -0.2% |
| 30D | +25.3% | +0.2% | +25.1% | +25.3% |
| 3M | +10.3% | -9.0% | +19.3% | +13.5% |
| 6M | +38.0% | -6.8% | +44.9% | +40.9% |
| YTD | +17.8% | -1.5% | +19.3% | +18.0% |
| 1Y | +13.6% | +10.9% | +2.7% | +9.7% |
| 3Y | +89.2% | +119.4% | -30.2% | +44.0% |
| 5Y | +51.1% | +57.5% | -6.5% | +18.6% |
| 10Y | +228.1% | +114.1% | +114.0% | +99.7% |
| All | +338.5% | +203.4% | +135.1% | +125.8% |
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