+1,348.4%
FERG vs FHN
+179.6%
+1,168.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -10.2% | -4.7% | -5.5% | -9.8% |
| 3M | -0.6% | +3.5% | -4.1% | -0.9% |
| 6M | -6.5% | +7.8% | -14.3% | -7.1% |
| YTD | +4.2% | +5.9% | -1.7% | +3.7% |
| 1Y | -2.3% | +12.5% | -14.7% | -3.2% |
| 3Y | +48.5% | +117.2% | -68.7% | +41.6% |
| 5Y | +72.0% | +86.5% | -14.5% | +64.6% |
| 10Y | +369.9% | +125.7% | +244.2% | +349.2% |
| All | +1,348.4% | +179.6% | +1,168.8% | +1,288.1% |
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