+77,094.7%
ASML vs FHN
+454.9%
+76,639.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.5% |
| 7D | -19.0% | -2.3% | -16.8% | -18.4% |
| 30D | -25.9% | -0.9% | -25.0% | -25.7% |
| 3M | -19.1% | -11.0% | -8.0% | -16.1% |
| 6M | -5.7% | -5.4% | -0.3% | -4.3% |
| YTD | +27.6% | -1.2% | +28.8% | +27.7% |
| 1Y | +30.8% | +10.5% | +20.3% | +26.2% |
| 3Y | +116.2% | +115.1% | +1.1% | +64.6% |
| 5Y | +67.7% | +58.1% | +9.6% | +30.9% |
| 10Y | +1,355.3% | +114.9% | +1,240.5% | +823.2% |
| All | +77,094.7% | +454.9% | +76,639.8% | +47,081.8% |
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 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