+22.6%
D vs FHN
+14.6%
+8.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +4.2% |
| 7D | +8.5% | +2.3% | +6.2% | +8.2% |
| 30D | +14.3% | +1.6% | +12.7% | +14.0% |
| 3M | +1.8% | -8.4% | +10.2% | +2.4% |
| 6M | +13.0% | -2.3% | +15.3% | +13.0% |
| YTD | +22.7% | +1.5% | +21.3% | +23.6% |
| 1Y | +22.6% | +15.0% | +7.6% | +27.5% |
| All | +22.6% | +14.6% | +8.0% | +27.5% |
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