+3,078.0%
FN vs FHN
+199.3%
+2,878.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.6% | -6.6% |
| 7D | -7.0% | +2.3% | -9.3% | -7.9% |
| 30D | -24.7% | +1.6% | -26.3% | -25.4% |
| 3M | -35.7% | -8.4% | -27.3% | -33.8% |
| 6M | -52.4% | -2.3% | -50.1% | -52.3% |
| YTD | -25.0% | +1.5% | -26.4% | -25.7% |
| 1Y | -25.7% | +15.0% | -40.7% | -29.6% |
| 3Y | +110.2% | +120.9% | -10.7% | +57.5% |
| 5Y | +192.3% | +64.0% | +128.3% | +123.2% |
| 10Y | +812.3% | +120.6% | +691.6% | +453.3% |
| All | +3,078.0% | +199.3% | +2,878.8% | +1,173.7% |
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