+296.4%
ARM vs FHN
+137.9%
+158.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +5.5% | +1.2% | +4.3% | +4.7% |
| 30D | -8.2% | -4.7% | -3.5% | -5.7% |
| 3M | -35.9% | +3.5% | -39.5% | -37.5% |
| 6M | +103.1% | +7.8% | +95.3% | +93.4% |
| YTD | +130.6% | +5.9% | +124.7% | +121.3% |
| 1Y | +86.1% | +12.5% | +73.6% | +70.4% |
| All | +296.4% | +137.9% | +158.6% | +129.2% |
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