+3,689.8%
FN vs FHN
+212.2%
+3,477.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -22.0% | -4.7% | -17.3% | -20.6% |
| 3M | -43.0% | +3.5% | -46.6% | -43.8% |
| 6M | -27.7% | +7.8% | -35.6% | -29.6% |
| YTD | -10.5% | +5.9% | -16.4% | -12.5% |
| 1Y | +12.5% | +12.5% | 0.0% | +7.1% |
| 3Y | +153.8% | +117.2% | +36.6% | +91.1% |
| 5Y | +288.0% | +86.5% | +201.5% | +182.2% |
| 10Y | +906.4% | +125.7% | +780.7% | +508.6% |
| All | +3,689.8% | +212.2% | +3,477.5% | +1,400.5% |
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