+33.9%
FHN vs SNY
+241.9%
-208.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.2% | -3.3% | +2.1% | +0.4% |
| 30D | -4.8% | -2.2% | -2.6% | -3.9% |
| 3M | -0.7% | -3.0% | +2.3% | +0.3% |
| 6M | +10.6% | +2.7% | +7.9% | +8.5% |
| YTD | +4.6% | -6.8% | +11.4% | +7.2% |
| 1Y | +11.4% | -5.3% | +16.6% | +12.7% |
| 3Y | +132.3% | -9.8% | +142.0% | +129.1% |
| 5Y | +90.2% | +9.7% | +80.5% | +62.5% |
| 10Y | +127.4% | +64.5% | +62.9% | +49.2% |
| All | +33.9% | +241.9% | -208.0% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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