+35.8%
ARM vs FHN
+10.5%
+25.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.1% | +12.2% | +12.1% |
| 7D | +6.0% | -0.9% | +6.9% | +6.6% |
| 30D | -20.3% | +2.0% | -22.4% | -20.8% |
| 3M | -24.4% | -6.8% | -17.6% | -22.0% |
| 6M | -4.4% | -0.8% | -3.6% | -4.7% |
| YTD | +86.0% | +0.6% | +85.5% | +81.3% |
| 1Y | +35.8% | +11.5% | +24.3% | +31.7% |
| All | +35.8% | +10.5% | +25.3% | +31.7% |
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