+629.0%
FHN vs ARWR
-97.0%
+726.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +1.2% |
| 30D | -4.7% | -0.7% | -4.0% | -4.7% |
| 3M | +3.5% | +14.9% | -11.3% | +3.4% |
| 6M | +7.8% | +32.6% | -24.8% | +7.6% |
| YTD | +5.9% | +30.0% | -24.2% | +5.6% |
| 1Y | +12.5% | +208.4% | -195.9% | +11.5% |
| 3Y | +117.2% | +208.8% | -91.6% | +114.8% |
| 5Y | +86.5% | +27.8% | +58.7% | +85.0% |
| 10Y | +125.7% | +1,107.6% | -981.8% | +120.1% |
| All | +629.0% | -97.0% | +726.0% | +554.6% |
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