-30.6%
AR vs FHN
+208.1%
-238.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -14.3% | -1.0% | -13.3% | -13.9% |
| 30D | +1.4% | +0.2% | +1.2% | +1.1% |
| 3M | +3.4% | -9.0% | +12.4% | +7.9% |
| 6M | -2.1% | -6.8% | +4.8% | +0.5% |
| YTD | +4.7% | -1.5% | +6.2% | +3.2% |
| 1Y | +10.6% | +10.9% | -0.4% | +2.4% |
| 3Y | +24.6% | +119.4% | -94.8% | -22.1% |
| 5Y | +71.9% | +57.5% | +14.4% | +12.9% |
| 10Y | +46.4% | +114.1% | -67.8% | -25.6% |
| All | -30.6% | +208.1% | -238.7% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling