+685.3%
AU vs FHN
+87.6%
+597.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.3% |
| 7D | -7.0% | -0.8% | -6.2% | -7.0% |
| 30D | +7.3% | -2.6% | +9.9% | +7.3% |
| 3M | +33.2% | +0.8% | +32.4% | +33.1% |
| 6M | -0.6% | +9.2% | -9.8% | -0.8% |
| YTD | +26.2% | +5.1% | +21.0% | +25.9% |
| 1Y | +68.3% | +12.2% | +56.1% | +68.1% |
| 3Y | +592.1% | +132.4% | +459.7% | +595.7% |
| 5Y | +685.3% | +91.1% | +594.2% | +704.4% |
| All | +685.3% | +87.6% | +597.6% | +704.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling