+62.1%
D vs FHN
+118.6%
-56.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.5% | +1.2% | +0.3% | +1.3% |
| 30D | -2.6% | -4.7% | +2.1% | -2.0% |
| 3M | 0.0% | +3.5% | -3.5% | -0.5% |
| 6M | +7.4% | +7.8% | -0.5% | +6.2% |
| YTD | +15.9% | +5.9% | +10.0% | +14.8% |
| 1Y | +18.1% | +12.5% | +5.6% | +15.8% |
| All | +62.1% | +118.6% | -56.5% | +34.9% |
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