+90.5%
FHN vs REPL
-6.0%
+96.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +1.2% | -3.0% | +4.1% | +1.3% |
| 30D | -4.7% | +27.1% | -31.8% | -5.7% |
| 3M | +3.5% | +52.4% | -48.8% | -0.2% |
| 6M | +7.8% | +107.4% | -99.6% | -2.3% |
| YTD | +5.9% | +54.7% | -48.9% | -2.6% |
| 1Y | +12.5% | +158.9% | -146.4% | -3.0% |
| 3Y | +117.2% | -23.7% | +140.9% | +79.8% |
| 5Y | +86.5% | -54.3% | +140.9% | +59.4% |
| All | +90.5% | -6.0% | +96.5% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling