-99.2%
FCEL vs FHN
+129.4%
-228.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.3% |
| 7D | +6.3% | -0.8% | +7.1% | +6.6% |
| 30D | -18.8% | -2.6% | -16.2% | -17.8% |
| 3M | -3.8% | +0.8% | -4.7% | -4.7% |
| 6M | +121.1% | +9.2% | +111.9% | +109.7% |
| YTD | +113.3% | +5.1% | +108.2% | +106.5% |
| 1Y | +173.5% | +12.2% | +161.3% | +156.7% |
| 3Y | -63.9% | +132.4% | -196.3% | -77.3% |
| 5Y | -90.7% | +91.1% | -181.8% | -94.1% |
| All | -99.2% | +129.4% | -228.6% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling