+186.8%
FHN vs ALLY
+98.1%
+88.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.7% |
| 7D | -1.0% | +0.9% | -1.9% | -1.6% |
| 30D | +0.2% | +3.1% | -2.9% | -1.7% |
| 3M | -9.0% | -12.6% | +3.6% | -1.6% |
| 6M | -6.8% | -12.4% | +5.6% | +0.1% |
| YTD | -1.5% | -13.2% | +11.6% | +5.7% |
| 1Y | +10.9% | +1.8% | +9.1% | +8.2% |
| 3Y | +119.4% | +58.0% | +61.4% | +59.6% |
| 5Y | +57.5% | -8.4% | +66.0% | +46.5% |
| 10Y | +114.1% | +195.3% | -81.1% | -8.9% |
| All | +186.8% | +98.1% | +88.7% | +36.0% |
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