+567.6%
FHN vs SUI
+4,171.7%
-3,604.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | -2.3% | +8.8% | -11.0% | -6.7% |
| 30D | -0.9% | +8.9% | -9.9% | -5.7% |
| 3M | -11.0% | +2.0% | -13.1% | -12.4% |
| 6M | -5.4% | -0.6% | -4.8% | -5.8% |
| YTD | -1.2% | +1.3% | -2.5% | -3.1% |
| 1Y | +10.5% | +1.3% | +9.2% | +8.3% |
| 3Y | +115.1% | +16.3% | +98.8% | +89.9% |
| 5Y | +58.1% | -25.1% | +83.1% | +69.9% |
| 10Y | +114.9% | +121.1% | -6.2% | +18.9% |
| All | +567.6% | +4,171.7% | -3,604.1% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling