+11.6%
FHN vs WOLF
+39.8%
-28.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.7% | +8.5% | +0.9% |
| 7D | -0.8% | -6.2% | +5.4% | -0.7% |
| 30D | -2.6% | -16.5% | +13.9% | -2.3% |
| 3M | +0.8% | -42.0% | +42.9% | +1.8% |
| 6M | +9.2% | +51.8% | -42.6% | +4.5% |
| YTD | +5.1% | +44.6% | -39.5% | +0.7% |
| All | +11.6% | +39.8% | -28.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WOLF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling