+78,963.7%
FICO vs FHN
+1,696.3%
+77,267.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.6% |
| 7D | -0.3% | -2.3% | +2.0% | +0.3% |
| 30D | +1.7% | -0.9% | +2.7% | +2.0% |
| 3M | -35.2% | -11.0% | -24.1% | -33.1% |
| 6M | -33.7% | -5.4% | -28.2% | -32.7% |
| YTD | -58.2% | -1.2% | -57.0% | -58.2% |
| 1Y | -56.6% | +10.5% | -67.1% | -57.9% |
| 3Y | -24.0% | +115.1% | -139.1% | -39.5% |
| 5Y | +86.1% | +58.1% | +28.0% | +51.6% |
| 10Y | +522.8% | +114.9% | +407.9% | +332.6% |
| All | +78,963.7% | +1,696.3% | +77,267.4% | +52,499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling