+1,171.2%
ARES vs FHN
+200.2%
+971.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +8.1% | +0.9% | +7.2% | +7.8% |
| 30D | +18.9% | +2.1% | +16.9% | +18.2% |
| 3M | +2.3% | -6.0% | +8.3% | +4.7% |
| 6M | +12.7% | -2.9% | +15.7% | +14.0% |
| YTD | -10.8% | +0.7% | -11.5% | -11.1% |
| 1Y | -5.3% | +11.0% | -16.3% | -9.0% |
| 3Y | +42.0% | +130.3% | -88.2% | +6.6% |
| 5Y | +88.3% | +61.3% | +27.0% | +49.7% |
| 10Y | +1,148.2% | +89.6% | +1,058.6% | +723.9% |
| All | +1,171.2% | +200.2% | +971.1% | +666.8% |
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 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