+282.0%
FITB vs FHN
+129.4%
+152.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.4% |
| 30D | -5.5% | -2.6% | -2.9% | -3.7% |
| 3M | +4.1% | +0.8% | +3.3% | +3.4% |
| 6M | +18.7% | +9.2% | +9.5% | +11.7% |
| YTD | +18.2% | +5.1% | +13.0% | +14.3% |
| 1Y | +23.7% | +12.2% | +11.5% | +13.6% |
| 3Y | +130.8% | +132.4% | -1.7% | +22.7% |
| 5Y | +69.8% | +91.1% | -21.3% | -12.1% |
| All | +282.0% | +129.4% | +152.5% | +60.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling