-25.5%
APP vs FHN
-5.0%
-20.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.6% | +33.7% | +30.9% |
| 7D | +39.7% | -2.3% | +42.0% | +39.3% |
| 30D | +27.7% | -0.9% | +28.7% | +26.8% |
| 3M | -14.8% | -11.0% | -3.7% | -12.3% |
| 6M | -25.5% | -5.4% | -20.1% | -20.2% |
| All | -25.5% | -5.0% | -20.5% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling