+719.1%
B vs FHN
+1,690.1%
-971.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | +9.6% | -1.0% | +10.6% | +9.6% |
| 30D | +3.5% | +0.2% | +3.3% | +3.5% |
| 3M | -1.6% | -9.0% | +7.4% | -1.5% |
| 6M | -1.7% | -6.8% | +5.2% | -1.6% |
| YTD | -5.3% | -1.5% | -3.8% | -5.3% |
| 1Y | +27.2% | +10.9% | +16.3% | +27.1% |
| 3Y | +166.1% | +119.4% | +46.7% | +164.4% |
| 5Y | +136.5% | +57.5% | +79.0% | +134.8% |
| 10Y | +172.2% | +114.1% | +58.1% | +167.4% |
| All | +719.1% | +1,690.1% | -971.0% | +909.3% |
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