+1,526.4%
FERG vs FHN
+165.6%
+1,360.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +9.7% | +2.1% | +7.6% | +9.6% |
| 30D | +15.0% | +3.8% | +11.2% | +14.7% |
| 3M | +3.8% | -8.9% | +12.7% | +4.6% |
| 6M | +10.6% | +1.8% | +8.8% | +10.5% |
| YTD | +17.0% | +0.6% | +16.4% | +16.9% |
| 1Y | +7.1% | +12.9% | -5.8% | +6.1% |
| 3Y | +67.7% | +126.4% | -58.6% | +60.1% |
| 5Y | +76.4% | +62.3% | +14.1% | +69.9% |
| 10Y | +424.2% | +84.0% | +340.3% | +404.9% |
| All | +1,526.4% | +165.6% | +1,360.7% | +1,465.4% |
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