+88.1%
FHN vs ARWR
+28.5%
+59.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +1.0% |
| 30D | -4.7% | -0.7% | -4.0% | -4.7% |
| 3M | +3.5% | +14.9% | -11.3% | +1.8% |
| 6M | +7.8% | +32.6% | -24.8% | +4.1% |
| YTD | +5.9% | +30.0% | -24.2% | +2.2% |
| 1Y | +12.5% | +208.4% | -195.9% | -1.4% |
| 3Y | +117.2% | +208.8% | -91.6% | +80.0% |
| All | +88.1% | +28.5% | +59.6% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling