-71.6%
FLNC vs FHN
+73.1%
-144.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | -24.8% | -4.8% | -20.0% | -23.4% |
| 3M | -59.1% | -0.7% | -58.4% | -59.1% |
| 6M | -42.0% | +10.6% | -52.6% | -44.8% |
| YTD | -49.8% | +4.6% | -54.4% | -51.1% |
| 1Y | +43.1% | +11.4% | +31.7% | +35.4% |
| 3Y | -61.0% | +132.3% | -193.2% | -73.3% |
| All | -71.6% | +73.1% | -144.7% | -79.7% |
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