+34.8%
FAST vs FHN
+11.9%
+22.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.1% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | +8.1% | +1.9% | +6.1% | +7.2% |
| 3M | +5.8% | -6.9% | +12.7% | +8.9% |
| 6M | +24.9% | -3.1% | +27.9% | +25.8% |
| YTD | +38.9% | +0.6% | +38.3% | +36.4% |
| All | +34.8% | +11.9% | +22.9% | +27.7% |
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 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