+272.1%
ARMK vs FHN
+206.7%
+65.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | -2.6% | -1.0% | -1.6% | -2.2% |
| 30D | -5.2% | +0.2% | -5.4% | -5.4% |
| 3M | -6.5% | -9.0% | +2.5% | -2.7% |
| 6M | +15.3% | -6.8% | +22.1% | +18.4% |
| YTD | +43.6% | -1.5% | +45.1% | +43.3% |
| 1Y | +42.1% | +10.9% | +31.1% | +34.4% |
| 3Y | +94.0% | +119.4% | -25.4% | +28.5% |
| 5Y | +96.3% | +57.5% | +38.7% | +34.0% |
| 10Y | +126.7% | +114.1% | +12.5% | +8.5% |
| All | +272.1% | +206.7% | +65.4% | +62.7% |
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 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