+298.7%
FLEX vs FHN
+130.0%
+168.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +17.1% | +1.3% | +15.8% | +16.4% |
| 30D | -29.5% | +2.8% | -32.4% | -30.6% |
| 3M | -37.3% | -8.9% | -28.3% | -33.9% |
| 6M | -44.1% | -0.7% | -43.4% | -44.0% |
| YTD | +29.3% | +0.1% | +29.2% | +29.1% |
| 1Y | +24.2% | +10.4% | +13.8% | +17.7% |
| All | +298.7% | +130.0% | +168.7% | +194.4% |
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 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