+88.1%
FHN vs ALM
+951.0%
-862.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +1.2% | -2.6% | +3.8% | +1.3% |
| 30D | -4.7% | +32.0% | -36.7% | -6.3% |
| 3M | +3.5% | -15.0% | +18.6% | +3.8% |
| 6M | +7.8% | -10.1% | +17.9% | +7.1% |
| YTD | +5.9% | +99.4% | -93.6% | +0.3% |
| 1Y | +12.5% | +316.4% | -303.9% | +1.9% |
| 3Y | +117.2% | +2,022.0% | -1,904.8% | +73.5% |
| All | +88.1% | +951.0% | -862.9% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling