+80.5%
FHN vs URA
+272.2%
-191.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.5% |
| 7D | +1.3% | +4.5% | -3.2% | -0.1% |
| 30D | +2.8% | -13.4% | +16.2% | +6.6% |
| 3M | -8.9% | -28.4% | +19.5% | -1.0% |
| 6M | -0.7% | -40.5% | +39.8% | +12.7% |
| YTD | +0.1% | -24.3% | +24.3% | +3.9% |
| 1Y | +10.4% | -28.8% | +39.2% | +16.3% |
| 3Y | +128.8% | +37.6% | +91.2% | +83.2% |
| 5Y | +61.5% | +30.7% | +30.8% | +25.5% |
| All | +80.5% | +272.2% | -191.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling