+8.8%
COMP vs FHN
+10.5%
-1.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.9% |
| 7D | +2.2% | -0.9% | +3.1% | +3.4% |
| 30D | +16.3% | +2.0% | +14.3% | +14.4% |
| 3M | -19.1% | -6.8% | -12.3% | -12.8% |
| 6M | +17.1% | -0.8% | +17.9% | +16.9% |
| YTD | -2.9% | +0.6% | -3.5% | -1.2% |
| 1Y | +8.8% | +11.5% | -2.7% | +11.1% |
| All | +8.8% | +10.5% | -1.7% | +11.1% |
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