-35.7%
AUR vs FHN
+53.0%
-88.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +1.4% | -1.2% | +2.6% | +2.0% |
| 30D | -6.4% | -4.8% | -1.6% | -4.0% |
| 3M | +7.7% | -0.7% | +8.4% | +8.2% |
| 6M | +44.5% | +10.6% | +33.9% | +37.5% |
| YTD | +67.4% | +4.6% | +62.8% | +63.4% |
| 1Y | +15.4% | +11.4% | +4.1% | +8.8% |
| 3Y | +94.8% | +132.3% | -37.4% | +43.8% |
| 5Y | -35.1% | +90.2% | -125.3% | -47.9% |
| All | -35.7% | +53.0% | -88.7% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling