+678.8%
FHN vs SM
+1,608.3%
-929.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -4.7% | +26.3% | -31.0% | -8.8% |
| 3M | +3.5% | +8.7% | -5.1% | +1.1% |
| 6M | +7.8% | +51.7% | -43.9% | -1.9% |
| YTD | +5.9% | +99.0% | -93.2% | -8.7% |
| 1Y | +12.5% | +34.6% | -22.1% | +3.5% |
| 3Y | +117.2% | -7.8% | +125.0% | +109.3% |
| 5Y | +86.5% | +104.8% | -18.2% | +48.6% |
| 10Y | +125.7% | +7.2% | +118.5% | +38.2% |
| All | +678.8% | +1,608.3% | -929.5% | +234.5% |
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