-15.8%
F vs FHN
+60.0%
-75.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | -3.9% | +1.3% | -5.1% | -4.2% |
| 30D | -0.5% | +2.8% | -3.3% | -1.2% |
| 3M | -12.9% | -8.9% | -4.0% | -10.7% |
| 6M | +1.5% | -0.7% | +2.2% | +1.6% |
| YTD | -5.0% | +0.1% | -5.1% | -5.2% |
| 1Y | -7.3% | +10.4% | -17.7% | -9.9% |
| 3Y | +45.3% | +128.8% | -83.6% | +17.9% |
| 5Y | -15.8% | +61.5% | -77.2% | -31.3% |
| All | -15.8% | +60.0% | -75.8% | -31.3% |
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