+236.4%
FHN vs ALM
+7,705.7%
-7,469.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.2% | -2.6% | +3.8% | +1.2% |
| 30D | -4.7% | +32.0% | -36.7% | -4.8% |
| 3M | +3.5% | -15.0% | +18.6% | +3.6% |
| 6M | +7.8% | -10.1% | +17.9% | +7.8% |
| YTD | +5.9% | +99.4% | -93.6% | +5.5% |
| 1Y | +12.5% | +316.4% | -303.9% | +11.8% |
| 3Y | +117.2% | +2,022.0% | -1,904.8% | +114.4% |
| 5Y | +86.5% | +941.2% | -854.6% | +84.4% |
| 10Y | +125.7% | +2,950.3% | -2,824.6% | +122.3% |
| All | +236.4% | +7,705.7% | -7,469.4% | +230.7% |
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 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