+34.3%
FANG vs FHN
+14.6%
+19.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -4.6% |
| 7D | -11.3% | +2.3% | -13.6% | -10.9% |
| 30D | -0.7% | +1.6% | -2.3% | -0.3% |
| 3M | -4.2% | -8.4% | +4.2% | -5.9% |
| 6M | -13.5% | -2.3% | -11.2% | -13.5% |
| YTD | +23.7% | +1.5% | +22.2% | +24.2% |
| 1Y | +34.3% | +15.0% | +19.3% | +33.0% |
| All | +34.3% | +14.6% | +19.7% | +33.0% |
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 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