+50.0%
FANG vs FHN
+129.5%
-79.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | +2.6% | -4.8% | +7.4% | +4.0% |
| 3M | +7.6% | -0.7% | +8.3% | +7.4% |
| 6M | +17.3% | +10.6% | +6.7% | +12.5% |
| YTD | +38.7% | +4.6% | +34.1% | +35.0% |
| 1Y | +51.6% | +11.4% | +40.3% | +43.4% |
| 3Y | +50.0% | +132.3% | -82.3% | +18.1% |
| All | +50.0% | +129.5% | -79.6% | +18.1% |
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