-2.6%
APA vs FHN
+125.8%
-128.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.2% |
| 30D | +9.3% | -2.6% | +11.9% | +10.8% |
| 3M | +23.3% | 0.0% | +23.3% | +22.2% |
| 6M | +39.5% | +9.2% | +30.2% | +28.9% |
| YTD | +87.6% | +4.3% | +83.3% | +77.5% |
| 1Y | +114.2% | +10.8% | +103.5% | +92.1% |
| 3Y | +13.6% | +130.7% | -117.1% | -40.3% |
| 5Y | +175.6% | +87.4% | +88.2% | +41.4% |
| 10Y | -2.6% | +126.9% | -129.5% | -55.8% |
| All | -2.6% | +125.8% | -128.5% | -55.8% |
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 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