-80.3%
FIG vs FHN
+15.9%
-96.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -5.6% |
| 7D | -16.4% | +2.7% | -19.0% | -16.5% |
| 30D | -2.3% | -3.1% | +0.8% | -2.0% |
| 3M | +7.8% | +2.3% | +5.5% | +8.0% |
| 6M | -21.8% | +9.7% | -31.6% | -22.8% |
| YTD | -39.1% | +4.7% | -43.9% | -39.8% |
| 1Y | -56.6% | +13.8% | -70.4% | -57.3% |
| All | -80.3% | +15.9% | -96.2% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling