+663.2%
FLEX vs FHN
+86.2%
+577.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | +1.2% | -2.1% | -1.3% |
| 30D | -10.1% | -4.7% | -5.4% | -8.7% |
| 3M | -31.3% | +3.5% | -34.9% | -32.1% |
| 6M | +71.3% | +7.8% | +63.5% | +67.6% |
| YTD | +81.2% | +5.9% | +75.4% | +78.3% |
| 1Y | +98.5% | +12.5% | +86.0% | +91.1% |
| 3Y | +428.2% | +117.2% | +311.0% | +341.7% |
| All | +663.2% | +86.2% | +577.0% | +505.1% |
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 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