+224.3%
FHN vs NWSA
+101.5%
+122.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | -0.9% | -12.2% | +11.3% | +5.5% |
| 30D | +2.0% | -8.7% | +10.7% | +6.3% |
| 3M | -6.8% | -6.0% | -0.9% | -4.7% |
| 6M | -0.8% | -0.3% | -0.4% | -2.4% |
| YTD | +0.6% | +3.5% | -2.9% | -4.1% |
| 1Y | +11.5% | +0.8% | +10.8% | +7.9% |
| 3Y | +130.0% | +31.1% | +98.8% | +92.3% |
| 5Y | +60.8% | +18.8% | +42.0% | +36.5% |
| 10Y | +84.0% | +147.9% | -63.9% | -4.2% |
| All | +224.3% | +101.5% | +122.8% | +80.5% |
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