-49.2%
FLUT vs FHN
+88.9%
-138.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +3.8% | +2.7% | +1.2% | +3.1% |
| 30D | +6.3% | -3.1% | +9.4% | +7.1% |
| 3M | -4.0% | +2.3% | -6.4% | -4.7% |
| 6M | -10.3% | +9.7% | -20.0% | -12.6% |
| YTD | -53.2% | +4.7% | -57.9% | -53.8% |
| 1Y | -65.0% | +13.8% | -78.8% | -66.3% |
| 3Y | -43.9% | +131.6% | -175.5% | -52.7% |
| 5Y | -49.2% | +91.1% | -140.4% | -56.6% |
| All | -49.2% | +88.9% | -138.2% | -56.6% |
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 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