+235.1%
FHN vs URA
-51.6%
+286.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.7% |
| 7D | -1.0% | -4.1% | +3.1% | +0.2% |
| 30D | +0.2% | -19.0% | +19.2% | +6.6% |
| 3M | -9.0% | -25.1% | +16.2% | -1.4% |
| 6M | -6.8% | -44.5% | +37.7% | +9.8% |
| YTD | -1.5% | -24.3% | +22.8% | +2.9% |
| 1Y | +10.9% | -28.1% | +39.1% | +17.3% |
| 3Y | +119.4% | +40.7% | +78.7% | +72.2% |
| 5Y | +57.5% | +35.5% | +22.1% | +17.8% |
| 10Y | +114.1% | +281.2% | -167.0% | -7.3% |
| All | +235.1% | -51.6% | +286.8% | +185.8% |
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