+803.7%
B vs FHN
+1,824.4%
-1,020.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | +9.4% | -4.7% | +14.1% | +9.5% |
| 3M | +5.0% | +3.5% | +1.4% | +4.9% |
| 6M | -3.5% | +7.8% | -11.4% | -3.6% |
| YTD | +4.5% | +5.9% | -1.4% | +4.4% |
| 1Y | +67.8% | +12.5% | +55.3% | +67.6% |
| 3Y | +196.7% | +117.2% | +79.5% | +194.6% |
| 5Y | +151.9% | +86.5% | +65.4% | +149.7% |
| 10Y | +202.2% | +125.7% | +76.4% | +196.6% |
| All | +803.7% | +1,824.4% | -1,020.7% | +1,012.8% |
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