+11.4%
FHN vs FLR
+33.7%
-22.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | 0.0% | -3.1% | +3.2% | +0.3% |
| 30D | -2.6% | +4.9% | -7.5% | -3.1% |
| 3M | 0.0% | +10.8% | -10.8% | -1.4% |
| 6M | +9.2% | +19.7% | -10.4% | +5.6% |
| YTD | +4.3% | +38.4% | -34.0% | -0.5% |
| All | +11.4% | +33.7% | -22.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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