+288.5%
APH vs FHN
+129.2%
+159.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.1% | +6.1% | +7.4% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | -7.5% | +1.9% | -9.4% | -8.2% |
| 3M | -4.4% | -6.9% | +2.5% | -1.8% |
| 6M | +26.5% | -3.1% | +29.5% | +27.7% |
| YTD | +20.0% | +0.6% | +19.5% | +19.2% |
| 1Y | +16.9% | +12.4% | +4.5% | +11.3% |
| 3Y | +288.5% | +133.7% | +154.8% | +203.3% |
| All | +288.5% | +129.2% | +159.3% | +203.3% |
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 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