-50.2%
COMP vs FHN
+68.4%
-118.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +7.0% |
| 7D | +9.5% | +2.3% | +7.2% | +8.5% |
| 30D | +8.1% | +1.6% | +6.4% | +7.5% |
| 3M | -16.3% | -8.4% | -8.0% | -13.0% |
| 6M | +42.2% | -2.3% | +44.5% | +44.2% |
| YTD | -5.0% | +1.5% | -6.5% | -4.6% |
| 1Y | +20.1% | +15.0% | +5.1% | +14.7% |
| 3Y | +358.4% | +120.9% | +237.6% | +245.4% |
| 5Y | -21.9% | +64.0% | -86.0% | -35.9% |
| All | -50.2% | +68.4% | -118.5% | -61.0% |
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