+71.1%
FITB vs FHN
+88.9%
-17.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +2.8% | +2.7% | +0.2% | +1.4% |
| 30D | -4.5% | -3.1% | -1.4% | -2.9% |
| 3M | +5.7% | +2.3% | +3.3% | +4.4% |
| 6M | +17.1% | +9.7% | +7.4% | +11.8% |
| YTD | +18.3% | +4.7% | +13.6% | +15.9% |
| 1Y | +23.9% | +13.8% | +10.1% | +16.0% |
| 3Y | +131.1% | +131.6% | -0.5% | +54.4% |
| 5Y | +71.1% | +91.1% | -20.1% | +9.2% |
| All | +71.1% | +88.9% | -17.8% | +9.2% |
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