+212.9%
FHN vs ALM
+3,507.4%
-3,294.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.4% |
| 7D | -1.0% | -6.7% | +5.7% | -1.0% |
| 30D | +0.2% | -32.9% | +33.1% | +0.4% |
| 3M | -9.0% | -39.5% | +30.5% | -8.8% |
| 6M | -6.8% | -62.0% | +55.2% | -6.5% |
| YTD | -1.5% | -7.8% | +6.3% | -1.6% |
| 1Y | +10.9% | +26.7% | -15.7% | +10.7% |
| 3Y | +119.4% | +825.4% | -706.0% | +117.3% |
| 5Y | +57.5% | +401.2% | -343.7% | +56.1% |
| 10Y | +114.1% | +2,074.0% | -1,959.9% | +111.4% |
| All | +212.9% | +3,507.4% | -3,294.6% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling