-6.9%
ARES vs FHN
+14.6%
-21.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.5% | +5.2% |
| 7D | +10.5% | +2.3% | +8.2% | +9.2% |
| 30D | +16.8% | +1.6% | +15.2% | +15.8% |
| 3M | -3.2% | -8.4% | +5.1% | +1.1% |
| 6M | +16.4% | -2.3% | +18.7% | +16.8% |
| YTD | -12.4% | +1.5% | -13.9% | -13.8% |
| 1Y | -6.9% | +15.0% | -21.9% | -15.6% |
| All | -6.9% | +14.6% | -21.4% | -15.6% |
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