+130.3%
ARMK vs FHN
+80.9%
+49.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +7.1% | +1.3% | +5.9% | +6.5% |
| 30D | -1.6% | +2.8% | -4.5% | -2.9% |
| 3M | -10.5% | -8.9% | -1.6% | -6.8% |
| 6M | +11.8% | -0.7% | +12.5% | +11.6% |
| YTD | +47.3% | +0.1% | +47.2% | +45.9% |
| 1Y | +41.5% | +10.4% | +31.1% | +33.9% |
| 3Y | +95.3% | +128.8% | -33.5% | +24.3% |
| 5Y | +108.1% | +61.5% | +46.7% | +36.9% |
| All | +130.3% | +80.9% | +49.4% | +5.7% |
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 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