-40.0%
FCEL vs FHN
-1.3%
-38.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.1% |
| 7D | +14.8% | +1.3% | +13.5% | +14.1% |
| 30D | -33.9% | +2.8% | -36.7% | -34.5% |
| 3M | -52.7% | -8.9% | -43.8% | -49.4% |
| 6M | -40.0% | -0.7% | -39.3% | -42.3% |
| All | -40.0% | -1.3% | -38.7% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling