+788.4%
AU vs FHN
+90.1%
+698.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.7% |
| 30D | +23.9% | -4.7% | +28.6% | +24.3% |
| 3M | +19.1% | +3.5% | +15.5% | +18.6% |
| 6M | -0.2% | +7.8% | -8.0% | -0.8% |
| YTD | +32.5% | +5.9% | +26.6% | +31.7% |
| 1Y | +96.9% | +12.5% | +84.5% | +94.6% |
| 3Y | +614.7% | +117.2% | +497.5% | +563.9% |
| 5Y | +647.7% | +86.5% | +561.2% | +587.4% |
| 10Y | +679.2% | +125.7% | +553.5% | +568.3% |
| All | +788.4% | +90.1% | +698.3% | +681.8% |
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