+111.3%
FHN vs ALC
+31.8%
+79.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -1.0% | +4.9% | -5.9% | -3.0% |
| 30D | +0.2% | +19.0% | -18.7% | -6.8% |
| 3M | -9.0% | +7.8% | -16.8% | -12.1% |
| 6M | -6.8% | +14.6% | -21.4% | -12.6% |
| YTD | -1.5% | -4.4% | +2.9% | -1.1% |
| 1Y | +10.9% | +1.4% | +9.5% | +8.4% |
| 3Y | +119.4% | +2.5% | +116.9% | +106.9% |
| 5Y | +57.5% | -10.9% | +68.4% | +56.6% |
| All | +111.3% | +31.8% | +79.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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