+586.9%
FHN vs SPY
+3,091.8%
-2,504.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -4.7% | +0.1% | -4.8% | -4.8% |
| 3M | +3.5% | +2.0% | +1.6% | +0.7% |
| 6M | +7.8% | +13.0% | -5.2% | -7.0% |
| YTD | +5.9% | +13.5% | -7.7% | -9.2% |
| 1Y | +12.5% | +20.0% | -7.5% | -9.6% |
| 3Y | +117.2% | +77.2% | +40.0% | +11.7% |
| 5Y | +86.5% | +81.9% | +4.7% | -10.9% |
| 10Y | +125.7% | +314.1% | -188.3% | -57.0% |
| All | +586.9% | +3,091.8% | -2,504.9% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling