-64.1%
FLUT vs FHN
+12.0%
-76.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.5% | +0.9% | -2.4% | -2.0% |
| 30D | +3.4% | +2.1% | +1.3% | +2.2% |
| 3M | -12.5% | -6.0% | -6.5% | -10.2% |
| 6M | -18.5% | -2.9% | -15.5% | -18.2% |
| YTD | -61.6% | +0.7% | -62.3% | -62.5% |
| 1Y | -64.1% | +11.0% | -75.1% | -68.0% |
| All | -64.1% | +12.0% | -76.1% | -68.0% |
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