+67.7%
ASML vs FHN
+57.4%
+10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.8% |
| 7D | -19.0% | -2.3% | -16.8% | -18.6% |
| 30D | -25.9% | -0.9% | -25.0% | -25.8% |
| 3M | -19.1% | -11.0% | -8.0% | -17.1% |
| 6M | -5.7% | -5.4% | -0.3% | -4.8% |
| YTD | +27.6% | -1.2% | +28.8% | +27.6% |
| 1Y | +30.8% | +10.5% | +20.3% | +28.1% |
| 3Y | +116.2% | +115.1% | +1.1% | +90.6% |
| 5Y | +67.7% | +58.1% | +9.6% | +50.8% |
| All | +67.7% | +57.4% | +10.3% | +50.8% |
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