+57.7%
AZN vs FHN
+87.1%
-29.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +1.1% | -5.4% | +6.5% | +1.3% |
| 3M | -12.1% | -1.4% | -10.7% | -12.1% |
| 6M | -17.1% | +9.9% | -27.0% | -17.6% |
| YTD | -12.0% | +3.9% | -15.9% | -12.3% |
| 1Y | -0.2% | +10.6% | -10.8% | -1.0% |
| 3Y | +26.8% | +130.7% | -103.9% | +20.3% |
| All | +57.7% | +87.1% | -29.4% | +53.5% |
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