+133.0%
ASX vs FHN
+12.0%
+121.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.1% | +3.2% |
| 7D | -9.1% | +0.9% | -10.0% | -9.1% |
| 30D | -23.6% | +2.1% | -25.7% | -23.7% |
| 3M | -5.6% | -6.0% | +0.4% | -3.6% |
| 6M | +4.7% | -2.9% | +7.6% | +5.7% |
| YTD | +122.6% | +0.7% | +121.9% | +117.5% |
| 1Y | +133.0% | +11.0% | +122.0% | +121.3% |
| All | +133.0% | +12.0% | +121.0% | +121.3% |
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