+34.3%
ARM vs FHN
+10.7%
+23.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +19.8% | +1.3% | +18.6% | +19.2% |
| 30D | -21.8% | +2.8% | -24.6% | -22.5% |
| 3M | -26.5% | -8.9% | -17.6% | -23.5% |
| 6M | -3.9% | -0.7% | -3.2% | -4.3% |
| YTD | +82.8% | +0.1% | +82.7% | +78.5% |
| 1Y | +34.3% | +10.4% | +23.9% | +30.5% |
| All | +34.3% | +10.7% | +23.6% | +30.5% |
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