-61.9%
FLNC vs FHN
+130.7%
-192.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -5.0% | -4.6% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | -26.1% | -2.6% | -23.5% | -25.3% |
| 3M | -55.2% | +0.8% | -56.0% | -55.5% |
| 6M | -42.6% | +9.2% | -51.8% | -45.9% |
| YTD | -51.0% | +5.1% | -56.1% | -52.8% |
| 1Y | +43.3% | +12.2% | +31.1% | +32.5% |
| All | -61.9% | +130.7% | -192.6% | -83.3% |
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