-41.3%
ALNY vs FHN
+13.2%
-54.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.2% | +1.2% | +11.1% | +11.9% |
| 30D | +16.3% | -4.7% | +21.0% | +17.4% |
| 3M | -12.4% | +3.5% | -15.9% | -12.9% |
| 6M | -18.7% | +7.8% | -26.5% | -19.8% |
| YTD | -33.1% | +5.9% | -39.0% | -33.6% |
| 1Y | -41.3% | +12.5% | -53.8% | -41.1% |
| All | -41.3% | +13.2% | -54.5% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling