+4,581.7%
AZN vs FHN
+562.9%
+4,018.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -3.1% | -2.6% | -0.5% | -2.7% |
| 3M | -14.4% | 0.0% | -14.5% | -14.6% |
| 6M | -19.5% | +9.2% | -28.7% | -20.7% |
| YTD | -13.8% | +4.3% | -18.1% | -14.6% |
| 1Y | -2.4% | +10.8% | -13.1% | -4.4% |
| 3Y | +21.3% | +130.7% | -109.5% | +4.3% |
| 5Y | +53.6% | +87.4% | -33.7% | +31.7% |
| 10Y | +220.1% | +126.9% | +93.3% | +148.3% |
| All | +4,581.7% | +562.9% | +4,018.8% | +2,563.3% |
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