+3,552.3%
ASX vs FHN
+158.2%
+3,394.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | +2.0% | -4.7% | +6.7% | +3.2% |
| 3M | -1.3% | +3.5% | -4.9% | -2.3% |
| 6M | +71.4% | +7.8% | +63.6% | +68.0% |
| YTD | +135.3% | +5.9% | +129.4% | +131.3% |
| 1Y | +267.5% | +12.5% | +255.0% | +254.2% |
| 3Y | +388.5% | +117.2% | +271.3% | +296.1% |
| 5Y | +417.1% | +86.5% | +330.6% | +311.3% |
| 10Y | +872.7% | +125.7% | +747.0% | +580.4% |
| All | +3,552.3% | +158.2% | +3,394.1% | +1,992.1% |
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