+90.5%
APH vs FHN
+118.6%
-28.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.5% | -50.3% | -48.7% |
| 7D | -48.7% | +2.1% | -50.8% | -49.5% |
| 30D | -51.9% | -4.7% | -47.2% | -51.4% |
| 3M | -43.6% | +3.5% | -47.1% | -44.8% |
| 6M | -37.5% | +7.8% | -45.4% | -39.8% |
| YTD | -38.6% | +5.9% | -44.5% | -40.6% |
| 1Y | -26.3% | +12.5% | -38.8% | -30.6% |
| All | +90.5% | +118.6% | -28.1% | +42.9% |
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