+72.1%
FHN vs SARO
-22.5%
+94.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | -1.2% | -3.1% | +1.9% | -0.1% |
| 30D | -4.8% | -12.2% | +7.4% | -0.4% |
| 3M | -0.7% | -7.4% | +6.6% | +1.3% |
| 6M | +10.6% | -15.3% | +25.9% | +15.8% |
| YTD | +4.6% | -16.2% | +20.8% | +9.5% |
| 1Y | +11.4% | -12.1% | +23.5% | +13.7% |
| All | +72.1% | -22.5% | +94.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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