+28.4%
FLEX vs FHN
+10.5%
+17.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +2.2% | -0.9% | +3.1% | +3.2% |
| 30D | -32.6% | +2.0% | -34.7% | -33.6% |
| 3M | -35.5% | -6.8% | -28.7% | -31.8% |
| 6M | -45.6% | -0.8% | -44.8% | -45.5% |
| YTD | +30.7% | +0.6% | +30.1% | +27.8% |
| 1Y | +28.4% | +11.5% | +16.8% | +17.4% |
| All | +28.4% | +10.5% | +17.9% | +17.4% |
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