+23.9%
BABA vs FHN
+153.3%
-129.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +11.6% | -1.0% | +12.6% | +11.8% |
| 30D | +2.3% | +0.2% | +2.1% | +2.2% |
| 3M | -13.7% | -9.0% | -4.7% | -12.3% |
| 6M | -21.9% | -6.8% | -15.1% | -21.1% |
| YTD | -24.6% | -1.5% | -23.1% | -24.7% |
| 1Y | -34.1% | +10.9% | -45.0% | -35.6% |
| 3Y | +36.3% | +119.4% | -83.1% | +15.2% |
| 5Y | -26.7% | +57.5% | -84.3% | -36.6% |
| 10Y | +19.2% | +114.1% | -94.9% | -10.8% |
| All | +23.9% | +153.3% | -129.4% | -16.6% |
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