+1,658.1%
FLUT vs FHN
+47.4%
+1,610.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +7.7% | +0.2% | +7.5% | +7.7% |
| 3M | -12.2% | -9.0% | -3.2% | -11.8% |
| 6M | -17.6% | -6.8% | -10.7% | -17.3% |
| YTD | -62.0% | -1.5% | -60.5% | -62.0% |
| 1Y | -62.3% | +10.9% | -73.2% | -62.4% |
| 3Y | -52.0% | +119.4% | -171.3% | -53.1% |
| 5Y | -51.8% | +57.5% | -109.3% | -52.8% |
| 10Y | -26.3% | +114.1% | -140.4% | -27.9% |
| All | +1,658.1% | +47.4% | +1,610.7% | +1,582.1% |
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