-44.8%
COMP vs FHN
+75.7%
-120.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.4% | +1.2% | +0.2% | +0.9% |
| 30D | -13.3% | -4.7% | -8.6% | -11.6% |
| 3M | +41.1% | +3.5% | +37.6% | +39.0% |
| 6M | +17.2% | +7.8% | +9.4% | +14.1% |
| YTD | +5.2% | +5.9% | -0.7% | +3.6% |
| 1Y | +18.9% | +12.5% | +6.5% | +13.8% |
| 3Y | +215.9% | +117.2% | +98.7% | +136.6% |
| 5Y | -31.2% | +86.5% | -117.7% | -46.4% |
| All | -44.8% | +75.7% | -120.5% | -57.6% |
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