+2,054.3%
FLUT vs FHN
+58.5%
+1,995.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +7.7% | -4.7% | +12.4% | +8.0% |
| 3M | -0.7% | +3.5% | -4.3% | -0.9% |
| 6M | -11.2% | +7.8% | -19.0% | -11.5% |
| YTD | -53.4% | +5.9% | -59.3% | -53.6% |
| 1Y | -65.8% | +12.5% | -78.2% | -66.0% |
| 3Y | -44.9% | +117.2% | -162.1% | -46.4% |
| 5Y | -49.7% | +86.5% | -136.2% | -50.9% |
| 10Y | -9.7% | +125.7% | -135.4% | -12.0% |
| All | +2,054.3% | +58.5% | +1,995.8% | +1,954.1% |
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