+578.1%
FHN vs ARWR
-98.0%
+676.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | -1.0% | -2.9% | +1.9% | -1.0% |
| 30D | +0.2% | -5.4% | +5.6% | +0.3% |
| 3M | -9.0% | -32.2% | +23.3% | -8.8% |
| 6M | -6.8% | -26.5% | +19.7% | -6.7% |
| YTD | -1.5% | -12.4% | +10.9% | -1.5% |
| 1Y | +10.9% | +46.9% | -35.9% | +10.5% |
| 3Y | +119.4% | +116.0% | +3.4% | +117.4% |
| 5Y | +57.5% | -28.0% | +85.5% | +56.8% |
| 10Y | +114.1% | +923.9% | -809.8% | +109.1% |
| All | +578.1% | -98.0% | +676.1% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling