+38.4%
FAST vs FHN
+11.9%
+26.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | +4.2% | +2.1% | +2.0% | +3.2% |
| 30D | +6.7% | +3.8% | +2.9% | +5.0% |
| 3M | +8.0% | -8.9% | +17.0% | +12.3% |
| 6M | +27.4% | +1.8% | +25.6% | +25.2% |
| YTD | +40.5% | +0.6% | +39.9% | +37.8% |
| 1Y | +38.4% | +12.9% | +25.4% | +30.4% |
| All | +38.4% | +11.9% | +26.5% | +30.4% |
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