+1,794.1%
FHN vs IFF
+848.0%
+946.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.7% |
| 7D | +2.7% | -0.2% | +2.8% | +2.8% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | +2.3% | +18.6% | -16.2% | -6.1% |
| 6M | +9.7% | +17.4% | -7.6% | -0.2% |
| YTD | +4.7% | +28.5% | -23.7% | -9.3% |
| 1Y | +13.8% | +32.5% | -18.8% | -3.4% |
| 3Y | +131.6% | +34.1% | +97.5% | +88.6% |
| 5Y | +91.1% | -35.2% | +126.3% | +107.1% |
| 10Y | +126.6% | -21.1% | +147.7% | +114.3% |
| All | +1,794.1% | +848.0% | +946.1% | +561.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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