+13.8%
FHN vs ALM
+347.8%
-334.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.6% |
| 7D | +2.7% | +8.4% | -5.8% | +2.2% |
| 30D | -3.1% | +34.8% | -37.9% | -5.0% |
| 3M | +2.3% | +16.2% | -13.9% | +0.9% |
| 6M | +9.7% | +2.1% | +7.6% | +8.2% |
| YTD | +4.7% | +117.0% | -112.3% | -1.7% |
| 1Y | +13.8% | +313.9% | -300.1% | +12.7% |
| All | +13.8% | +347.8% | -334.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling