-59.6%
FLUT vs FHN
+11.9%
-71.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | -0.7% | +2.1% | -2.8% | -1.7% |
| 30D | +9.3% | +3.8% | +5.5% | +7.3% |
| 3M | -17.5% | -8.9% | -8.5% | -14.3% |
| 6M | -14.6% | +1.8% | -16.4% | -16.9% |
| YTD | -62.3% | +0.6% | -62.9% | -62.6% |
| 1Y | -59.6% | +12.9% | -72.6% | -61.6% |
| All | -59.6% | +11.9% | -71.5% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling