+579.4%
FHN vs SUI
+4,038.8%
-3,459.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -0.9% | -2.4% | +1.6% | +0.4% |
| 30D | +2.0% | +3.3% | -1.3% | 0.0% |
| 3M | -6.8% | +0.7% | -7.5% | -7.6% |
| 6M | -0.8% | -4.1% | +3.4% | +0.7% |
| YTD | +0.6% | -1.8% | +2.4% | +0.3% |
| 1Y | +11.5% | -4.1% | +15.6% | +12.6% |
| 3Y | +130.0% | +17.4% | +112.6% | +101.8% |
| 5Y | +60.8% | -27.0% | +87.8% | +75.2% |
| 10Y | +84.0% | +121.2% | -37.2% | +1.9% |
| All | +579.4% | +4,038.8% | -3,459.3% | +5.8% |
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