+143.3%
FN vs FHN
+57.4%
+85.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.6% | -13.5% |
| 7D | -16.0% | -2.3% | -13.7% | -15.4% |
| 30D | -40.1% | -0.9% | -39.2% | -40.0% |
| 3M | -43.9% | -11.0% | -32.9% | -42.1% |
| 6M | -55.6% | -5.4% | -50.2% | -55.0% |
| YTD | -35.7% | -1.2% | -34.5% | -35.6% |
| 1Y | -39.8% | +10.5% | -50.3% | -41.5% |
| 3Y | +80.3% | +115.1% | -34.8% | +56.0% |
| 5Y | +143.3% | +58.1% | +85.2% | +115.9% |
| All | +143.3% | +57.4% | +85.9% | +115.9% |
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