+21.5%
ALNY vs FHN
+130.7%
-109.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -6.4% | -0.8% | -5.6% | -6.2% |
| 30D | +11.9% | -2.6% | +14.5% | +12.5% |
| 3M | -15.0% | +0.8% | -15.9% | -15.2% |
| 6M | -23.2% | +9.2% | -32.5% | -24.7% |
| YTD | -37.8% | +5.1% | -42.9% | -38.5% |
| 1Y | -47.3% | +12.2% | -59.5% | -48.8% |
| All | +21.5% | +130.7% | -109.2% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling