+205.5%
FHN vs USFR
+28.6%
+176.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +2.0% | +0.4% | +1.7% | +1.8% |
| 3M | -6.8% | +1.1% | -7.9% | -7.4% |
| 6M | -0.8% | +2.1% | -2.8% | -2.0% |
| YTD | +0.6% | +3.4% | -2.9% | -1.5% |
| 1Y | +11.5% | +4.1% | +7.4% | +8.8% |
| 3Y | +130.0% | +14.4% | +115.6% | +112.1% |
| 5Y | +60.8% | +21.4% | +39.4% | +42.3% |
| 10Y | +84.0% | +28.5% | +55.4% | +58.4% |
| All | +205.5% | +28.6% | +176.9% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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