-29.1%
FN vs FHN
+10.6%
-39.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.0% | +11.8% |
| 7D | 0.0% | -1.0% | +0.9% | +0.5% |
| 30D | -34.3% | +0.2% | -34.5% | -34.5% |
| 3M | -39.9% | -9.0% | -30.9% | -36.2% |
| 6M | -51.8% | -6.8% | -45.0% | -49.8% |
| YTD | -28.1% | -1.5% | -26.6% | -30.8% |
| 1Y | -29.1% | +10.9% | -40.0% | -37.4% |
| All | -29.1% | +10.6% | -39.7% | -37.4% |
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