+114.1%
FHN vs FLR
+603.8%
-489.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.7% |
| 7D | +1.2% | +5.4% | -4.2% | -0.7% |
| 30D | -4.7% | +11.4% | -16.1% | -9.2% |
| 3M | +3.5% | +11.4% | -7.9% | -2.2% |
| 6M | +7.8% | +16.6% | -8.8% | -1.2% |
| YTD | +5.9% | +41.7% | -35.8% | -9.9% |
| 1Y | +12.5% | +35.4% | -22.9% | -3.8% |
| 3Y | +117.2% | +57.3% | +59.9% | +65.9% |
| 5Y | +86.5% | +241.0% | -154.4% | +0.4% |
| 10Y | +125.7% | +16.6% | +109.1% | +38.7% |
| All | +114.1% | +603.8% | -489.7% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling