+1,164.6%
ARES vs FHN
+215.6%
+949.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | +1.2% | -2.8% | -2.1% |
| 30D | +0.3% | -4.7% | +5.0% | +2.0% |
| 3M | +8.5% | +3.5% | +4.9% | +6.9% |
| 6M | +23.5% | +7.8% | +15.7% | +20.0% |
| YTD | -11.2% | +5.9% | -17.1% | -13.3% |
| 1Y | -19.3% | +12.5% | -31.8% | -23.1% |
| 3Y | +48.7% | +117.2% | -68.6% | +13.1% |
| 5Y | +106.5% | +86.5% | +20.0% | +55.1% |
| 10Y | +1,055.3% | +125.7% | +929.6% | +615.5% |
| All | +1,164.6% | +215.6% | +949.1% | +647.9% |
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