+107.9%
ASX vs FHN
+10.6%
+97.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.8% | +6.5% |
| 7D | -19.9% | -1.0% | -18.9% | -19.3% |
| 30D | -30.9% | +0.2% | -31.1% | -30.6% |
| 3M | -15.1% | -9.0% | -6.1% | -12.3% |
| 6M | -6.5% | -6.8% | +0.4% | -4.1% |
| YTD | +98.4% | -1.5% | +99.9% | +95.4% |
| 1Y | +107.9% | +10.9% | +96.9% | +97.9% |
| All | +107.9% | +10.6% | +97.2% | +97.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling