+208.3%
FHN vs ALLY
+124.8%
+83.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.2% | +3.7% | -2.5% | -1.0% |
| 30D | -4.7% | -2.3% | -2.4% | -3.4% |
| 3M | +3.5% | +3.8% | -0.3% | +0.7% |
| 6M | +7.8% | +9.7% | -1.9% | +1.0% |
| YTD | +5.9% | -1.4% | +7.3% | +5.5% |
| 1Y | +12.5% | +8.2% | +4.2% | +5.6% |
| 3Y | +117.2% | +66.5% | +50.7% | +53.0% |
| 5Y | +86.5% | +1.2% | +85.3% | +63.3% |
| 10Y | +125.7% | +191.4% | -65.7% | -5.2% |
| All | +208.3% | +124.8% | +83.4% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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