-26.7%
FICO vs FHN
+132.8%
-159.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | +9.4% | +2.1% | +7.4% | +8.7% |
| 3M | -30.4% | -6.0% | -24.4% | -29.2% |
| 6M | -35.1% | -2.9% | -32.2% | -34.5% |
| YTD | -56.8% | +0.7% | -57.5% | -57.1% |
| 1Y | -58.4% | +11.0% | -69.4% | -60.0% |
| 3Y | -26.7% | +130.3% | -157.0% | -38.2% |
| All | -26.7% | +132.8% | -159.4% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling