+44.6%
AU vs FHN
+14.6%
+30.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +7.2% |
| 7D | +0.8% | +2.3% | -1.5% | -0.1% |
| 30D | -7.0% | +1.6% | -8.6% | -7.6% |
| 3M | +8.5% | -8.4% | +16.9% | +12.3% |
| 6M | -1.3% | -2.3% | +1.0% | -2.1% |
| YTD | +6.8% | +1.5% | +5.3% | +1.1% |
| 1Y | +44.6% | +15.0% | +29.6% | +27.4% |
| All | +44.6% | +14.6% | +30.0% | +27.4% |
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