+216.5%
AZN vs FHN
+128.3%
+88.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.6% | -1.2% | -0.3% | -1.5% |
| 30D | +1.1% | -4.8% | +5.8% | +1.4% |
| 3M | -12.1% | -0.7% | -11.4% | -12.1% |
| 6M | -17.1% | +10.6% | -27.8% | -17.9% |
| YTD | -12.0% | +4.6% | -16.6% | -12.5% |
| 1Y | -0.2% | +11.4% | -11.6% | -1.4% |
| 3Y | +26.8% | +132.3% | -105.5% | +16.4% |
| 5Y | +56.9% | +90.2% | -33.3% | +43.7% |
| All | +216.5% | +128.3% | +88.2% | +163.7% |
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