+133.7%
AS vs FHN
+76.5%
+57.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.2% |
| 7D | +7.1% | -2.3% | +9.4% | +8.2% |
| 30D | +12.8% | -0.9% | +13.8% | +13.3% |
| 3M | -14.7% | -11.0% | -3.7% | -10.6% |
| 6M | -9.9% | -5.4% | -4.5% | -8.2% |
| YTD | -16.1% | -1.2% | -15.0% | -16.3% |
| 1Y | +0.2% | +10.5% | -10.3% | -4.4% |
| All | +133.7% | +76.5% | +57.2% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling