-56.4%
FICO vs FHN
+14.6%
-70.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.8% |
| 7D | +0.4% | +2.3% | -1.9% | -0.4% |
| 30D | +1.7% | +1.6% | 0.0% | +1.1% |
| 3M | -33.0% | -8.4% | -24.7% | -31.7% |
| 6M | -33.9% | -2.3% | -31.6% | -33.8% |
| YTD | -58.5% | +1.5% | -60.0% | -58.8% |
| 1Y | -56.4% | +15.0% | -71.4% | -58.2% |
| All | -56.4% | +14.6% | -70.9% | -58.2% |
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