+260.3%
FHN vs URA
-31.1%
+291.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | -4.7% | +7.4% | -12.1% | -7.2% |
| 3M | +3.5% | -8.4% | +11.9% | +5.2% |
| 6M | +7.8% | -12.7% | +20.5% | +10.1% |
| YTD | +5.9% | +7.8% | -1.9% | -0.3% |
| 1Y | +12.5% | +19.5% | -7.0% | +0.3% |
| 3Y | +117.2% | +116.4% | +0.8% | +48.8% |
| 5Y | +86.5% | +134.3% | -47.7% | +13.5% |
| 10Y | +125.7% | +359.3% | -233.5% | -6.0% |
| All | +260.3% | -31.1% | +291.4% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling