+7,917.6%
FLEX vs FHN
+579.3%
+7,338.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | +1.2% | -2.1% | -1.4% |
| 30D | -10.1% | -4.7% | -5.4% | -8.3% |
| 3M | -31.3% | +3.5% | -34.9% | -32.4% |
| 6M | +71.3% | +7.8% | +63.5% | +66.3% |
| YTD | +81.2% | +5.9% | +75.4% | +77.2% |
| 1Y | +98.5% | +12.5% | +86.0% | +88.0% |
| 3Y | +428.2% | +117.2% | +311.0% | +277.7% |
| 5Y | +657.3% | +86.5% | +570.7% | +423.0% |
| 10Y | +995.9% | +125.7% | +870.2% | +552.5% |
| All | +7,917.6% | +579.3% | +7,338.3% | +1,684.8% |
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