-35.9%
BABA vs FHN
+11.9%
-47.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -3.9% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | -5.4% | +1.9% | -7.3% | -5.5% |
| 3M | -17.9% | -6.9% | -11.0% | -17.4% |
| 6M | -24.1% | -3.1% | -21.0% | -24.4% |
| YTD | -27.4% | +0.6% | -28.0% | -29.1% |
| All | -35.9% | +11.9% | -47.8% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling