+270.3%
ALLE vs FHN
+226.2%
+44.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | -6.8% | -4.7% | -2.1% | -5.5% |
| 3M | +21.0% | +3.5% | +17.5% | +19.7% |
| 6M | +1.1% | +7.8% | -6.7% | -1.3% |
| YTD | -0.5% | +5.9% | -6.4% | -2.6% |
| 1Y | -7.3% | +12.5% | -19.7% | -11.2% |
| 3Y | +42.3% | +117.2% | -75.0% | +8.4% |
| 5Y | +13.5% | +86.5% | -73.1% | -16.2% |
| 10Y | +144.0% | +125.7% | +18.3% | +46.3% |
| All | +270.3% | +226.2% | +44.1% | +86.4% |
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