+2,895.1%
FITB vs FHN
+1,728.2%
+1,166.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -0.9% | +0.3% | +0.1% |
| 30D | +7.0% | +2.0% | +5.0% | +5.6% |
| 3M | -4.8% | -6.8% | +2.1% | +0.2% |
| 6M | +13.5% | -0.8% | +14.3% | +14.3% |
| YTD | +19.1% | +0.6% | +18.5% | +18.9% |
| 1Y | +30.8% | +11.5% | +19.2% | +21.4% |
| 3Y | +141.6% | +130.0% | +11.6% | +30.0% |
| 5Y | +48.3% | +60.8% | -12.5% | -10.1% |
| 10Y | +215.9% | +84.0% | +132.0% | +71.3% |
| All | +2,895.1% | +1,728.2% | +1,166.9% | +760.8% |
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