+77.2%
FHN vs REPL
+35.1%
+42.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -0.7% |
| 7D | -1.0% | +22.8% | -23.8% | -1.8% |
| 30D | +0.2% | +63.8% | -63.6% | -1.9% |
| 3M | -9.0% | +68.1% | -77.1% | -11.2% |
| 6M | -6.8% | +528.5% | -535.3% | -17.6% |
| YTD | -1.5% | +122.4% | -123.9% | -11.0% |
| 1Y | +10.9% | +154.4% | -143.4% | -0.6% |
| 3Y | +119.4% | +68.0% | +51.4% | +69.2% |
| 5Y | +57.5% | -35.4% | +92.9% | +32.8% |
| All | +77.2% | +35.1% | +42.1% | +8.4% |
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