+241.3%
FHN vs NWSA
+127.4%
+113.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | +1.2% | -1.9% | +3.0% | +2.2% |
| 30D | -4.7% | +4.6% | -9.3% | -7.1% |
| 3M | +3.5% | +13.2% | -9.7% | -3.7% |
| 6M | +7.8% | +27.0% | -19.2% | -6.3% |
| YTD | +5.9% | +16.8% | -11.0% | -4.4% |
| 1Y | +12.5% | +4.5% | +8.0% | +7.4% |
| 3Y | +117.2% | +46.2% | +71.0% | +72.9% |
| 5Y | +86.5% | +40.9% | +45.6% | +45.2% |
| 10Y | +125.7% | +145.1% | -19.4% | +17.1% |
| All | +241.3% | +127.4% | +113.9% | +79.9% |
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