-35.7%
BABA vs FHN
+61.0%
-96.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -3.6% | -0.9% | -2.7% | -3.5% |
| 30D | -8.4% | +2.0% | -10.4% | -8.6% |
| 3M | -20.6% | -6.8% | -13.8% | -19.9% |
| 6M | -25.4% | -0.8% | -24.6% | -25.5% |
| YTD | -30.1% | +0.6% | -30.7% | -30.4% |
| 1Y | -36.3% | +11.5% | -47.8% | -37.4% |
| 3Y | +30.4% | +130.0% | -99.6% | +14.8% |
| 5Y | -35.7% | +60.8% | -96.5% | -44.8% |
| All | -35.7% | +61.0% | -96.7% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling