+13.9%
FHN vs WU
-19.6%
+33.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.2% | -0.8% | +2.0% | +1.6% |
| 30D | -4.7% | -1.1% | -3.6% | -4.3% |
| 3M | +3.5% | -3.9% | +7.4% | +3.1% |
| 6M | +7.8% | -20.7% | +28.5% | +18.5% |
| YTD | +5.9% | -18.4% | +24.2% | +14.0% |
| 1Y | +12.5% | -8.1% | +20.5% | +12.1% |
| 3Y | +117.2% | -24.2% | +141.4% | +132.3% |
| 5Y | +86.5% | -50.4% | +137.0% | +140.2% |
| 10Y | +125.7% | -40.0% | +165.8% | +157.5% |
| All | +13.9% | -19.6% | +33.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling