-17.9%
COMP vs FHN
+56.9%
-74.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.1% | +10.9% |
| 7D | +13.4% | -1.0% | +14.4% | +14.1% |
| 30D | +11.1% | +0.2% | +10.9% | +11.3% |
| 3M | -18.8% | -9.0% | -9.9% | -15.2% |
| 6M | +10.5% | -6.8% | +17.3% | +14.4% |
| YTD | -3.4% | -1.5% | -1.9% | -1.6% |
| 1Y | +19.7% | +10.9% | +8.7% | +16.1% |
| 3Y | +381.6% | +119.4% | +262.2% | +264.2% |
| All | -17.9% | +56.9% | -74.8% | -30.4% |
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