+1,422.9%
FANG vs FHN
+272.6%
+1,150.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +2.4% | -2.6% | +5.0% | +3.7% |
| 3M | +4.9% | 0.0% | +4.9% | +4.2% |
| 6M | +12.0% | +9.2% | +2.8% | +4.8% |
| YTD | +37.1% | +4.3% | +32.7% | +30.7% |
| 1Y | +52.3% | +10.8% | +41.5% | +38.8% |
| 3Y | +45.0% | +130.7% | -85.8% | -19.0% |
| 5Y | +231.0% | +87.4% | +143.6% | +77.8% |
| 10Y | +177.5% | +126.9% | +50.6% | +27.9% |
| All | +1,422.9% | +272.6% | +1,150.3% | +432.7% |
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