+126.4%
FHN vs FLR
+35.7%
+90.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +2.1% | +5.4% | -3.3% | +0.9% |
| 30D | +3.8% | +2.8% | +1.0% | +2.9% |
| 3M | -8.9% | -6.4% | -2.5% | -8.0% |
| 6M | +1.8% | +8.8% | -7.0% | -2.3% |
| YTD | +0.6% | +23.6% | -23.0% | -8.3% |
| 1Y | +12.9% | +13.8% | -0.9% | +5.3% |
| 3Y | +126.4% | +36.5% | +89.9% | +65.8% |
| All | +126.4% | +35.7% | +90.7% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling