+74,290.4%
FAST vs FHN
+1,696.3%
+72,594.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.1% |
| 7D | +0.7% | -2.3% | +2.9% | +1.3% |
| 30D | +4.6% | -0.9% | +5.6% | +4.9% |
| 3M | +6.4% | -11.0% | +17.4% | +9.8% |
| 6M | +20.6% | -5.4% | +26.0% | +22.2% |
| YTD | +34.7% | -1.2% | +35.8% | +34.8% |
| 1Y | +29.7% | +10.5% | +19.2% | +25.7% |
| 3Y | +89.9% | +115.1% | -25.2% | +49.4% |
| 5Y | +105.0% | +58.1% | +46.9% | +64.5% |
| 10Y | +594.2% | +114.9% | +479.3% | +365.8% |
| All | +74,290.4% | +1,696.3% | +72,594.1% | +22,695.7% |
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