+60.8%
FHN vs ALK
-28.7%
+89.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -0.9% | +2.6% | -3.5% | -1.7% |
| 30D | +2.0% | +7.8% | -5.8% | -0.7% |
| 3M | -6.8% | -15.2% | +8.4% | -2.6% |
| 6M | -0.8% | +5.0% | -5.8% | -4.6% |
| YTD | +0.6% | -18.4% | +19.0% | +3.5% |
| 1Y | +11.5% | -2.4% | +13.9% | +7.4% |
| 3Y | +130.0% | +19.8% | +110.2% | +99.0% |
| 5Y | +60.8% | -27.8% | +88.6% | +58.6% |
| All | +60.8% | -28.7% | +89.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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