+139.2%
AS vs FHN
+81.2%
+58.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.4% |
| 7D | +13.8% | +2.3% | +11.5% | +12.8% |
| 30D | +16.7% | +1.6% | +15.0% | +15.9% |
| 3M | -11.5% | -8.4% | -3.1% | -8.4% |
| 6M | -5.5% | -2.3% | -3.2% | -5.0% |
| YTD | -14.2% | +1.5% | -15.7% | -15.3% |
| 1Y | +2.1% | +15.0% | -12.9% | -4.1% |
| All | +139.2% | +81.2% | +58.0% | +127.5% |
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 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