+95.5%
ARMK vs FHN
+131.2%
-35.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.7% | +2.1% | +0.5% | +2.1% |
| 30D | -1.5% | +3.8% | -5.3% | -2.5% |
| 3M | -11.6% | -8.9% | -2.6% | -9.3% |
| 6M | +6.7% | +1.8% | +4.9% | +6.0% |
| YTD | +47.4% | +0.6% | +46.8% | +46.4% |
| 1Y | +41.5% | +12.9% | +28.5% | +36.0% |
| 3Y | +95.5% | +126.4% | -30.8% | +94.9% |
| All | +95.5% | +131.2% | -35.7% | +94.9% |
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