+129.4%
ARMK vs FHN
+106.3%
+23.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.2% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -0.4% | +1.9% | -2.3% | -1.3% |
| 3M | -2.0% | -6.9% | +5.0% | +1.2% |
| 6M | +22.0% | -3.1% | +25.0% | +23.1% |
| YTD | +49.6% | +0.6% | +49.0% | +47.9% |
| 1Y | +46.4% | +12.4% | +34.0% | +37.4% |
| 3Y | +103.2% | +133.7% | -30.5% | +28.3% |
| 5Y | +108.1% | +61.4% | +46.8% | +37.3% |
| 10Y | +129.4% | +97.9% | +31.6% | +7.5% |
| All | +129.4% | +106.3% | +23.2% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling