+81.4%
FHN vs ARWR
+1,024.2%
-942.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +2.1% | -17.8% | +20.0% | +4.0% |
| 30D | +3.8% | -18.1% | +21.9% | +5.7% |
| 3M | -8.9% | -44.2% | +35.2% | -3.9% |
| 6M | +1.8% | -38.6% | +40.5% | +6.0% |
| YTD | +0.6% | -28.0% | +28.6% | +2.5% |
| 1Y | +12.9% | +16.1% | -3.2% | +9.0% |
| 3Y | +126.4% | +84.0% | +42.4% | +98.9% |
| 5Y | +62.3% | -35.4% | +97.7% | +52.4% |
| All | +81.4% | +1,024.2% | -942.8% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling