+193.7%
FHN vs SFM
+132.6%
+61.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.4% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -4.7% | -4.4% | -0.3% | -4.3% |
| 3M | +3.5% | +1.5% | +2.0% | +3.0% |
| 6M | +7.8% | +6.5% | +1.3% | +6.1% |
| YTD | +5.9% | +2.2% | +3.7% | +4.6% |
| 1Y | +12.5% | -41.9% | +54.4% | +18.9% |
| 3Y | +117.2% | +106.8% | +10.5% | +93.8% |
| 5Y | +86.5% | +231.6% | -145.0% | +52.5% |
| 10Y | +125.7% | +258.4% | -132.7% | +73.4% |
| All | +193.7% | +132.6% | +61.1% | +133.2% |
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 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