+85,040.9%
ASML vs FHN
+469.7%
+84,571.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.1% |
| 7D | -10.0% | +2.3% | -12.3% | -10.7% |
| 30D | -19.4% | +1.6% | -21.1% | -19.9% |
| 3M | -12.5% | -8.4% | -4.1% | -10.2% |
| 6M | +8.2% | -2.3% | +10.5% | +8.7% |
| YTD | +40.7% | +1.5% | +39.2% | +39.6% |
| 1Y | +46.1% | +15.0% | +31.1% | +39.2% |
| 3Y | +138.5% | +120.9% | +17.6% | +79.9% |
| 5Y | +84.2% | +64.0% | +20.1% | +42.0% |
| 10Y | +1,505.1% | +120.6% | +1,384.5% | +909.0% |
| All | +85,040.9% | +469.7% | +84,571.2% | +51,463.5% |
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 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