-23.8%
FICO vs FHN
+114.8%
-138.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.7% |
| 7D | -0.3% | -2.3% | +2.0% | +0.4% |
| 30D | +1.7% | -0.9% | +2.7% | +2.0% |
| 3M | -35.2% | -11.0% | -24.1% | -32.8% |
| 6M | -33.7% | -5.4% | -28.2% | -32.6% |
| YTD | -58.2% | -1.2% | -57.0% | -58.2% |
| 1Y | -56.6% | +10.5% | -67.1% | -58.2% |
| All | -23.8% | +114.8% | -138.5% | -33.9% |
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