+88.0%
FICO vs FHN
+60.9%
+27.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +9.4% | +2.1% | +7.4% | +9.0% |
| 3M | -30.4% | -6.0% | -24.4% | -29.6% |
| 6M | -35.1% | -2.9% | -32.2% | -34.7% |
| YTD | -56.8% | +0.7% | -57.5% | -56.9% |
| 1Y | -58.4% | +11.0% | -69.4% | -59.3% |
| 3Y | -26.7% | +130.3% | -157.0% | -35.5% |
| 5Y | +88.0% | +61.3% | +26.7% | +73.9% |
| All | +88.0% | +60.9% | +27.1% | +73.9% |
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 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