+1.8%
FHN vs WU
-17.5%
+19.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | +2.1% | -2.0% | +4.2% | +2.3% |
| 30D | +3.8% | +11.4% | -7.6% | +2.4% |
| 3M | -8.9% | -6.8% | -2.1% | -8.7% |
| 6M | +1.8% | -14.6% | +16.4% | +3.0% |
| All | +1.8% | -17.5% | +19.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 6mo: compounded portfolio wealth divided by compounded WU 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…
6mo analysis · Full analysis span regression · 6 months rolling