+424.8%
FLEX vs FHN
+61.2%
+363.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +7.5% | +2.1% | +5.3% | +6.8% |
| 30D | -25.3% | +3.8% | -29.1% | -26.2% |
| 3M | -39.7% | -8.9% | -30.7% | -37.9% |
| 6M | -47.9% | +1.8% | -49.7% | -48.2% |
| YTD | +24.1% | +0.6% | +23.5% | +24.0% |
| 1Y | +26.0% | +12.9% | +13.0% | +21.7% |
| 3Y | +282.7% | +126.4% | +156.3% | +222.8% |
| All | +424.8% | +61.2% | +363.6% | +359.0% |
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