+553.4%
FHN vs SPY
+3,015.5%
-2,462.1%
-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% | +0.5% | +0.6% |
| 7D | +0.9% | -0.6% | +1.5% | +1.5% |
| 30D | +2.1% | -3.7% | +5.8% | +6.4% |
| 3M | -6.0% | -2.7% | -3.2% | -3.2% |
| 6M | -2.9% | +2.2% | -5.1% | -6.1% |
| YTD | +0.7% | +10.8% | -10.1% | -11.5% |
| 1Y | +11.0% | +11.2% | -0.2% | -2.9% |
| 3Y | +130.3% | +76.5% | +53.8% | +18.5% |
| 5Y | +61.3% | +72.9% | -11.7% | -18.5% |
| 10Y | +89.6% | +304.8% | -215.2% | -63.0% |
| All | +553.4% | +3,015.5% | -2,462.1% | -71.3% |
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