+88.1%
FHN vs SUI
-32.0%
+120.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.2% | -2.8% | +4.0% | +1.9% |
| 30D | -4.7% | -1.2% | -3.5% | -4.5% |
| 3M | +3.5% | -1.7% | +5.3% | +3.9% |
| 6M | +7.8% | -10.5% | +18.3% | +10.6% |
| YTD | +5.9% | -1.8% | +7.7% | +6.1% |
| 1Y | +12.5% | -4.1% | +16.6% | +13.2% |
| 3Y | +117.2% | +11.3% | +106.0% | +108.5% |
| All | +88.1% | -32.0% | +120.1% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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