+61.7%
FHN vs SPY
+72.1%
-10.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +2.1% | +2.6% | -0.5% | +0.1% |
| 30D | +3.8% | -2.0% | +5.8% | +5.3% |
| 3M | -8.9% | -2.8% | -6.2% | -7.0% |
| 6M | +1.8% | +2.1% | -0.3% | -0.3% |
| YTD | +0.6% | +11.5% | -10.9% | -8.4% |
| 1Y | +12.9% | +13.5% | -0.5% | +1.4% |
| 3Y | +126.4% | +77.7% | +48.7% | +52.1% |
| All | +61.7% | +72.1% | -10.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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