+84.4%
FICO vs FHN
+61.2%
+23.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.2% | +2.1% | +0.1% | +1.8% |
| 30D | +0.1% | +3.8% | -3.7% | -0.7% |
| 3M | -35.2% | -8.9% | -26.2% | -34.0% |
| 6M | -32.4% | +1.8% | -34.2% | -32.6% |
| YTD | -57.4% | +0.6% | -58.0% | -57.5% |
| 1Y | -58.5% | +12.9% | -71.5% | -59.6% |
| 3Y | -28.9% | +126.4% | -155.2% | -37.2% |
| All | +84.4% | +61.2% | +23.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling