+123.5%
FHN vs ABCL
-79.6%
+203.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.9% | +2.3% | -1.4% | +0.7% |
| 30D | +2.1% | -0.7% | +2.8% | +1.9% |
| 3M | -6.0% | +33.4% | -39.4% | -8.5% |
| 6M | -2.9% | +137.8% | -140.7% | -10.7% |
| YTD | +0.7% | +264.3% | -263.6% | -11.1% |
| 1Y | +11.0% | +209.2% | -198.2% | -0.9% |
| 3Y | +130.3% | +208.4% | -78.1% | +97.4% |
| 5Y | +61.3% | -11.9% | +73.2% | +42.1% |
| All | +123.5% | -79.6% | +203.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling