+91.1%
FHN vs SHAK
-27.4%
+118.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -0.8% | -11.0% | +10.2% | +0.7% |
| 30D | -2.6% | -14.0% | +11.4% | -0.7% |
| 3M | +0.8% | +13.3% | -12.4% | -1.3% |
| 6M | +9.2% | -35.3% | +44.6% | +14.4% |
| YTD | +5.1% | -24.0% | +29.1% | +7.4% |
| 1Y | +12.2% | -36.7% | +48.9% | +17.3% |
| 3Y | +132.4% | -5.4% | +137.8% | +133.2% |
| 5Y | +91.1% | -24.9% | +116.0% | +101.6% |
| All | +91.1% | -27.4% | +118.5% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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