+173.2%
FHN vs SFM
+40.3%
+132.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.2% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +0.2% | -24.8% | +25.0% | +3.0% |
| 3M | -9.0% | -43.7% | +34.7% | -3.4% |
| 6M | -6.8% | -37.3% | +30.4% | -2.8% |
| YTD | -1.5% | -38.4% | +36.9% | +2.5% |
| 1Y | +10.9% | -36.9% | +47.9% | +15.0% |
| 3Y | +119.4% | +20.7% | +98.7% | +107.1% |
| 5Y | +57.5% | +103.5% | -45.9% | +35.4% |
| 10Y | +114.1% | +139.7% | -25.6% | +71.5% |
| All | +173.2% | +40.3% | +132.9% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling