+76.9%
FICO vs FHN
+56.9%
+20.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | -1.0% | 0.0% | -0.8% |
| 30D | +3.3% | +0.2% | +3.1% | +3.3% |
| 3M | -31.7% | -9.0% | -22.7% | -30.5% |
| 6M | -34.0% | -6.8% | -27.1% | -33.1% |
| YTD | -58.3% | -1.5% | -56.8% | -58.3% |
| 1Y | -57.9% | +10.9% | -68.9% | -58.9% |
| 3Y | -24.1% | +119.4% | -143.4% | -32.6% |
| All | +76.9% | +56.9% | +20.0% | +64.1% |
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