+224.3%
FHN vs NWSA
+102.5%
+121.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.9% |
| 7D | +2.1% | +2.2% | -0.1% | +0.9% |
| 30D | +3.8% | -8.8% | +12.6% | +8.1% |
| 3M | -8.9% | -6.5% | -2.5% | -6.6% |
| 6M | +1.8% | +1.5% | +0.3% | -0.9% |
| YTD | +0.6% | +4.0% | -3.5% | -4.4% |
| 1Y | +12.9% | +3.4% | +9.5% | +7.7% |
| 3Y | +126.4% | +34.8% | +91.5% | +86.5% |
| 5Y | +62.3% | +18.4% | +43.9% | +38.1% |
| 10Y | +84.0% | +149.2% | -65.2% | -4.5% |
| All | +224.3% | +102.5% | +121.8% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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