+261.2%
ARM vs FHN
+129.2%
+132.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +5.5% |
| 7D | -5.3% | -0.5% | -4.9% | -4.9% |
| 30D | -30.0% | +1.9% | -32.0% | -30.8% |
| 3M | -34.1% | -6.9% | -27.1% | -31.4% |
| 6M | -12.6% | -3.1% | -9.6% | -11.7% |
| YTD | +70.4% | +0.6% | +69.8% | +68.4% |
| 1Y | +22.3% | +12.4% | +9.9% | +12.9% |
| 3Y | +261.2% | +133.7% | +127.5% | +123.1% |
| All | +261.2% | +129.2% | +132.0% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling