+508.4%
F vs FHN
+1,690.1%
-1,181.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | -1.0% | +2.5% | +2.0% |
| 30D | +2.6% | +0.2% | +2.4% | +2.6% |
| 3M | -8.8% | -9.0% | +0.2% | -5.6% |
| 6M | +4.6% | -6.8% | +11.5% | +7.2% |
| YTD | -1.9% | -1.5% | -0.4% | -1.7% |
| 1Y | -0.8% | +10.9% | -11.7% | -4.9% |
| 3Y | +43.5% | +119.4% | -75.9% | +3.7% |
| 5Y | -12.1% | +57.5% | -69.6% | -33.5% |
| 10Y | +83.6% | +114.1% | -30.5% | +16.4% |
| All | +508.4% | +1,690.1% | -1,181.7% | +74.8% |
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