-55.8%
FIG vs FHN
+13.2%
-69.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -16.3% | +1.2% | -17.5% | -16.4% |
| 30D | -14.3% | -4.7% | -9.6% | -13.4% |
| 3M | +7.2% | +3.5% | +3.6% | +6.9% |
| 6M | -18.6% | +7.8% | -26.4% | -20.1% |
| YTD | -35.5% | +5.9% | -41.3% | -36.9% |
| 1Y | -55.8% | +12.5% | -68.3% | -58.0% |
| All | -55.8% | +13.2% | -69.0% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling