+236.1%
ALNY vs FHN
+128.3%
+107.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -6.5% | -1.2% | -5.3% | -6.3% |
| 30D | +11.0% | -4.8% | +15.8% | +12.0% |
| 3M | -14.1% | -0.7% | -13.3% | -14.0% |
| 6M | -22.4% | +10.6% | -33.0% | -23.8% |
| YTD | -37.5% | +4.6% | -42.1% | -38.0% |
| 1Y | -46.9% | +11.4% | -58.3% | -48.1% |
| 3Y | +22.1% | +132.3% | -110.2% | +3.7% |
| 5Y | +31.2% | +90.2% | -59.0% | +10.2% |
| All | +236.1% | +128.3% | +107.8% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling