+31.6%
FAST vs FHN
+14.6%
+17.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | +3.4% | +2.3% | +1.1% | +2.5% |
| 30D | +5.5% | +1.6% | +3.9% | +4.8% |
| 3M | +7.6% | -8.4% | +16.0% | +11.6% |
| 6M | +19.8% | -2.3% | +22.1% | +20.3% |
| YTD | +35.5% | +1.5% | +34.0% | +32.4% |
| 1Y | +31.6% | +15.0% | +16.6% | +22.0% |
| All | +31.6% | +14.6% | +17.0% | +22.0% |
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