-24.2%
AR vs FHN
+231.2%
-255.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | +1.2% | +1.3% | +1.8% |
| 30D | +14.8% | -4.7% | +19.5% | +17.3% |
| 3M | +6.2% | +3.5% | +2.7% | +4.0% |
| 6M | +4.3% | +7.8% | -3.5% | -0.9% |
| YTD | +14.4% | +5.9% | +8.5% | +9.1% |
| 1Y | +21.3% | +12.5% | +8.9% | +11.2% |
| 3Y | +39.8% | +117.2% | -77.4% | -12.1% |
| 5Y | +142.1% | +86.5% | +55.5% | +45.3% |
| 10Y | +52.0% | +125.7% | -73.7% | -24.8% |
| All | -24.2% | +231.2% | -255.4% | -66.5% |
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 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