+126.4%
FHN vs URA
+35.4%
+91.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +2.1% | -1.5% | +3.7% | +2.3% |
| 30D | +3.8% | -10.4% | +14.2% | +5.3% |
| 3M | -8.9% | -29.6% | +20.7% | -4.7% |
| 6M | +1.8% | -40.3% | +42.1% | +9.1% |
| YTD | +0.6% | -25.5% | +26.1% | +3.0% |
| 1Y | +12.9% | -26.4% | +39.4% | +15.6% |
| 3Y | +126.4% | +31.4% | +94.9% | +104.7% |
| All | +126.4% | +35.4% | +91.0% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling