+12.9%
FHN vs ARWR
+17.3%
-4.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +2.1% | -17.8% | +20.0% | +3.2% |
| 30D | +3.8% | -18.1% | +21.9% | +4.9% |
| 3M | -8.9% | -44.2% | +35.2% | -5.8% |
| 6M | +1.8% | -38.6% | +40.5% | +4.3% |
| YTD | +0.6% | -28.0% | +28.6% | +1.0% |
| 1Y | +12.9% | +16.1% | -3.2% | +12.9% |
| All | +12.9% | +17.3% | -4.4% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling