-19.3%
ARES vs FHN
+13.2%
-32.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | +1.2% | -2.8% | -2.2% |
| 30D | +0.3% | -4.7% | +5.0% | +2.5% |
| 3M | +8.5% | +3.5% | +4.9% | +6.3% |
| 6M | +23.5% | +7.8% | +15.7% | +18.8% |
| YTD | -11.2% | +5.9% | -17.1% | -14.1% |
| 1Y | -19.3% | +12.5% | -31.8% | -25.8% |
| All | -19.3% | +13.2% | -32.5% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling