+624.5%
FHN vs SM
+1,302.7%
-678.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.0% | -25.9% | +24.9% | +4.0% |
| 30D | +0.2% | -15.1% | +15.3% | +2.6% |
| 3M | -9.0% | +4.9% | -13.9% | -10.6% |
| 6M | -6.8% | +6.1% | -13.0% | -9.6% |
| YTD | -1.5% | +63.4% | -64.9% | -12.7% |
| 1Y | +10.9% | +72.5% | -61.5% | -2.8% |
| 3Y | +119.4% | -16.9% | +136.3% | +114.3% |
| 5Y | +57.5% | -10.6% | +68.2% | +44.9% |
| 10Y | +114.1% | +11.3% | +102.8% | +30.5% |
| All | +624.5% | +1,302.7% | -678.2% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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