+88.0%
FHN vs FLR
+256.3%
-168.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -3.1% | -0.7% | -2.4% | -3.2% |
| 3M | +2.3% | +14.3% | -12.0% | -2.0% |
| 6M | +9.7% | +25.6% | -15.9% | +1.6% |
| YTD | +4.7% | +42.9% | -38.1% | -6.6% |
| 1Y | +13.8% | +38.7% | -25.0% | +1.3% |
| 3Y | +131.6% | +61.8% | +69.8% | +88.9% |
| All | +88.0% | +256.3% | -168.3% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling