-38.6%
FICO vs FHN
+13.2%
-51.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | +1.2% | -20.4% | -19.4% |
| 30D | -14.6% | -4.7% | -9.9% | -13.6% |
| 3M | -20.1% | +3.5% | -23.6% | -20.7% |
| 6M | -36.3% | +7.8% | -44.1% | -37.3% |
| YTD | -44.9% | +5.9% | -50.7% | -45.6% |
| 1Y | -38.6% | +12.5% | -51.1% | -40.3% |
| All | -38.6% | +13.2% | -51.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling