-25.6%
FLUT vs FHN
+94.7%
-120.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +3.4% | +2.1% | +1.3% | +3.1% |
| 3M | -12.5% | -6.0% | -6.5% | -11.8% |
| 6M | -18.5% | -2.9% | -15.5% | -18.2% |
| YTD | -61.6% | +0.7% | -62.3% | -61.7% |
| 1Y | -64.1% | +11.0% | -75.1% | -64.6% |
| 3Y | -44.5% | +130.3% | -174.7% | -48.8% |
| 5Y | -51.3% | +61.3% | -112.6% | -54.5% |
| 10Y | -25.6% | +89.6% | -115.2% | -27.3% |
| All | -25.6% | +94.7% | -120.3% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling