+120.4%
AS vs FHN
+89.1%
+31.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -4.9% | +1.2% | -6.1% | -5.4% |
| 30D | -19.6% | -4.7% | -14.9% | -18.1% |
| 3M | -14.4% | +3.5% | -17.9% | -15.9% |
| 6M | -20.1% | +7.8% | -27.9% | -22.8% |
| YTD | -20.9% | +5.9% | -26.8% | -23.2% |
| 1Y | -21.9% | +12.5% | -34.3% | -26.4% |
| All | +120.4% | +89.1% | +31.3% | +106.1% |
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