+5,008.5%
FLEX vs FHN
+531.9%
+4,476.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | -19.3% | -1.0% | -18.3% | -19.0% |
| 30D | -41.5% | +0.2% | -41.8% | -41.7% |
| 3M | -43.1% | -9.0% | -34.1% | -40.9% |
| 6M | -48.2% | -6.8% | -41.4% | -46.8% |
| YTD | +15.5% | -1.5% | +17.0% | +16.2% |
| 1Y | +10.2% | +10.9% | -0.7% | +5.5% |
| 3Y | +256.8% | +119.4% | +137.4% | +154.4% |
| 5Y | +408.2% | +57.5% | +350.6% | +277.2% |
| 10Y | +580.8% | +114.1% | +466.7% | +314.1% |
| All | +5,008.5% | +531.9% | +4,476.6% | +1,069.9% |
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