+102.3%
FHN vs FLR
+520.6%
-418.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +1.3% | +10.1% | -8.8% | -2.2% |
| 30D | +2.8% | -0.5% | +3.3% | +2.5% |
| 3M | -8.9% | -4.8% | -4.1% | -8.2% |
| 6M | -0.7% | +10.7% | -11.4% | -6.9% |
| YTD | +0.1% | +25.0% | -24.9% | -11.7% |
| 1Y | +10.4% | +8.3% | +2.1% | +2.3% |
| 3Y | +128.8% | +36.8% | +92.0% | +82.8% |
| 5Y | +61.5% | +121.8% | -60.3% | +1.9% |
| 10Y | +83.0% | +9.2% | +73.9% | +14.7% |
| All | +102.3% | +520.6% | -418.2% | -19.9% |
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