+3,615.7%
ALNY vs FHN
+3.2%
+3,612.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | +5.7% | +2.7% | +3.0% | +5.0% |
| 30D | +18.7% | -3.1% | +21.8% | +19.5% |
| 3M | -11.0% | +2.3% | -13.3% | -11.5% |
| 6M | -18.9% | +9.7% | -28.6% | -20.8% |
| YTD | -34.6% | +4.7% | -39.3% | -35.4% |
| 1Y | -42.8% | +13.8% | -56.6% | -45.0% |
| 3Y | +29.1% | +131.6% | -102.4% | +2.0% |
| 5Y | +39.6% | +91.1% | -51.5% | +8.7% |
| 10Y | +253.8% | +126.6% | +127.1% | +139.5% |
| All | +3,615.7% | +3.2% | +3,612.5% | +2,532.4% |
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