+355.9%
APH vs FHN
+86.2%
+269.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +5.0% | +1.2% | +3.8% | +4.7% |
| 30D | -3.9% | -4.7% | +0.8% | -2.8% |
| 3M | +13.0% | +3.5% | +9.4% | +12.0% |
| 6M | +25.2% | +7.8% | +17.3% | +23.0% |
| YTD | +22.9% | +5.9% | +17.1% | +21.2% |
| 1Y | +47.8% | +12.5% | +35.4% | +43.5% |
| 3Y | +283.0% | +117.2% | +165.8% | +231.6% |
| All | +355.9% | +86.2% | +269.7% | +280.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling