-62.0%
ALNY vs FHN
+14.6%
-76.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.4% |
| 7D | -30.7% | +2.3% | -33.0% | -31.0% |
| 30D | -26.7% | +1.6% | -28.4% | -27.0% |
| 3M | -26.4% | -8.4% | -18.1% | -24.4% |
| 6M | -45.9% | -2.3% | -43.7% | -45.5% |
| YTD | -59.5% | +1.5% | -61.0% | -59.5% |
| 1Y | -62.0% | +15.0% | -77.0% | -59.8% |
| All | -62.0% | +14.6% | -76.5% | -59.8% |
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 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