+49.7%
FE vs FHN
+131.5%
-81.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | +4.3% | +2.1% | +2.2% | +4.2% |
| 3M | +0.4% | -6.0% | +6.4% | +0.6% |
| 6M | +6.9% | -2.9% | +9.9% | +7.0% |
| YTD | +8.0% | +0.7% | +7.3% | +7.9% |
| 1Y | +4.8% | +11.0% | -6.2% | +4.2% |
| All | +49.7% | +131.5% | -81.8% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling