+134.9%
AS vs FHN
+75.9%
+59.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +6.9% | -1.0% | +7.9% | +7.4% |
| 30D | +16.0% | +0.2% | +15.8% | +15.9% |
| 3M | -12.8% | -9.0% | -3.9% | -9.6% |
| 6M | -15.4% | -6.8% | -8.6% | -13.2% |
| YTD | -15.7% | -1.5% | -14.2% | -15.8% |
| 1Y | +6.1% | +10.9% | -4.9% | +1.1% |
| All | +134.9% | +75.9% | +59.0% | +126.2% |
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 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