+15.8%
BABA vs FHN
+106.3%
-90.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.0% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | -5.4% | +1.9% | -7.3% | -5.7% |
| 3M | -17.9% | -6.9% | -11.0% | -17.1% |
| 6M | -24.1% | -3.1% | -21.0% | -23.9% |
| YTD | -27.4% | +0.6% | -28.0% | -27.8% |
| 1Y | -36.1% | +12.4% | -48.4% | -37.5% |
| 3Y | +35.4% | +133.7% | -98.4% | +15.7% |
| 5Y | -30.1% | +61.4% | -91.5% | -38.6% |
| 10Y | +15.8% | +97.9% | -82.0% | +10.5% |
| All | +15.8% | +106.3% | -90.4% | +10.5% |
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 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