-71.1%
FLNC vs FHN
+72.7%
-143.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -8.0% | -8.2% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -20.0% | -2.6% | -17.4% | -19.3% |
| 3M | -56.9% | 0.0% | -56.9% | -57.0% |
| 6M | -35.5% | +9.2% | -44.8% | -38.3% |
| YTD | -48.8% | +4.3% | -53.2% | -50.1% |
| 1Y | +49.3% | +10.8% | +38.5% | +41.6% |
| 3Y | -61.8% | +130.7% | -192.5% | -73.8% |
| All | -71.1% | +72.7% | -143.8% | -79.3% |
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 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