+24.6%
AR vs FHN
+114.0%
-89.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -14.3% | -1.0% | -13.3% | -14.0% |
| 30D | +1.4% | +0.2% | +1.2% | +1.2% |
| 3M | +3.4% | -9.0% | +12.4% | +6.3% |
| 6M | -2.1% | -6.8% | +4.8% | -0.3% |
| YTD | +4.7% | -1.5% | +6.2% | +3.6% |
| 1Y | +10.6% | +10.9% | -0.4% | +4.0% |
| 3Y | +24.6% | +119.4% | -94.8% | -15.5% |
| All | +24.6% | +114.0% | -89.4% | -15.5% |
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