+74,417.0%
FAST vs FHN
+1,690.1%
+72,726.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.1% | -1.0% | +3.1% | +2.4% |
| 30D | +6.9% | +0.2% | +6.7% | +6.8% |
| 3M | +4.8% | -9.0% | +13.8% | +7.5% |
| 6M | +19.8% | -6.8% | +26.6% | +21.9% |
| YTD | +34.9% | -1.5% | +36.4% | +35.1% |
| 1Y | +32.8% | +10.9% | +21.8% | +28.6% |
| 3Y | +93.7% | +119.4% | -25.6% | +51.6% |
| 5Y | +105.3% | +57.5% | +47.8% | +64.9% |
| 10Y | +595.4% | +114.1% | +481.2% | +367.0% |
| All | +74,417.0% | +1,690.1% | +72,726.9% | +22,756.6% |
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