+2.0%
FHN vs UUUU
-91.9%
+93.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +2.7% | +2.8% | -0.1% | +2.5% |
| 30D | -3.1% | +3.4% | -6.5% | -3.5% |
| 3M | +2.3% | -3.9% | +6.2% | +2.1% |
| 6M | +9.7% | -23.2% | +32.9% | +10.7% |
| YTD | +4.7% | +0.6% | +4.2% | +2.8% |
| 1Y | +13.8% | +22.9% | -9.1% | +8.9% |
| 3Y | +131.6% | +98.6% | +32.9% | +108.2% |
| 5Y | +91.1% | +130.2% | -39.1% | +64.6% |
| 10Y | +126.6% | +519.5% | -392.8% | +70.0% |
| All | +2.0% | -91.9% | +93.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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