+61.7%
FHN vs REPL
-35.0%
+96.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.1% | +1.2% | +0.9% | +2.1% |
| 30D | +3.8% | +92.2% | -88.4% | +3.1% |
| 3M | -8.9% | +44.1% | -53.1% | -9.3% |
| 6M | +1.8% | +313.0% | -311.2% | -0.4% |
| YTD | +0.6% | +125.2% | -124.6% | -1.7% |
| 1Y | +12.9% | +143.8% | -130.8% | +10.2% |
| 3Y | +126.4% | +104.2% | +22.2% | +108.7% |
| All | +61.7% | -35.0% | +96.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling