+10.8%
FHN vs SFM
-47.5%
+58.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | -0.5% |
| 7D | 0.0% | -7.2% | +7.2% | -0.2% |
| 30D | -2.6% | -14.3% | +11.7% | -3.1% |
| 3M | 0.0% | -13.7% | +13.8% | -0.5% |
| 6M | +9.2% | -6.0% | +15.3% | +9.0% |
| YTD | +4.3% | -8.2% | +12.6% | +4.8% |
| 1Y | +10.8% | -46.2% | +57.0% | +8.2% |
| All | +10.8% | -47.5% | +58.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling