+69.3%
FERG vs FHN
+90.1%
-20.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -15.1% | -2.6% | -12.5% | -14.6% |
| 3M | -4.8% | 0.0% | -4.9% | -4.9% |
| 6M | -2.5% | +9.2% | -11.7% | -4.2% |
| YTD | +1.8% | +4.3% | -2.5% | +0.8% |
| 1Y | -0.3% | +10.8% | -11.1% | -2.6% |
| 3Y | +52.9% | +130.7% | -77.8% | +34.0% |
| 5Y | +69.3% | +87.4% | -18.1% | +48.0% |
| All | +69.3% | +90.1% | -20.8% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling