+91.6%
FHN vs UMAC
+473.8%
-382.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -1.2% | -3.4% | +2.2% | -1.1% |
| 30D | -4.8% | -15.1% | +10.3% | -4.5% |
| 3M | -0.7% | -10.8% | +10.0% | -0.8% |
| 6M | +10.6% | +15.7% | -5.1% | +8.8% |
| YTD | +4.6% | +80.1% | -75.5% | +1.3% |
| 1Y | +11.4% | +116.7% | -105.3% | +6.9% |
| All | +91.6% | +473.8% | -382.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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