+381.6%
COMP vs FHN
+114.0%
+267.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.1% | +11.0% |
| 7D | +13.4% | -1.0% | +14.4% | +14.5% |
| 30D | +11.1% | +0.2% | +10.9% | +11.4% |
| 3M | -18.8% | -9.0% | -9.9% | -13.3% |
| 6M | +10.5% | -6.8% | +17.3% | +16.3% |
| YTD | -3.4% | -1.5% | -1.9% | -0.9% |
| 1Y | +19.7% | +10.9% | +8.7% | +14.2% |
| 3Y | +381.6% | +119.4% | +262.2% | +104.3% |
| All | +381.6% | +114.0% | +267.6% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling