+28.2%
BABA vs FHN
+172.3%
-144.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +1.2% | -5.9% | -5.0% |
| 30D | -11.9% | -4.7% | -7.2% | -11.2% |
| 3M | -9.3% | +3.5% | -12.8% | -10.0% |
| 6M | -14.2% | +7.8% | -22.1% | -15.6% |
| YTD | -22.0% | +5.9% | -27.9% | -23.1% |
| 1Y | -12.7% | +12.5% | -25.2% | -15.0% |
| 3Y | +26.7% | +117.2% | -90.6% | +7.3% |
| 5Y | -29.3% | +86.5% | -115.9% | -40.8% |
| 10Y | +21.2% | +125.7% | -104.5% | -9.6% |
| All | +28.2% | +172.3% | -144.1% | -14.8% |
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