-48.9%
FND vs FHN
+134.1%
-183.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.0% |
| 7D | +0.4% | +2.7% | -2.3% | -0.9% |
| 30D | -23.6% | -3.1% | -20.5% | -22.3% |
| 3M | +4.3% | +2.3% | +2.0% | +3.4% |
| 6M | -20.3% | +9.7% | -30.0% | -23.4% |
| YTD | -21.3% | +4.7% | -26.0% | -23.0% |
| 1Y | -45.4% | +13.8% | -59.1% | -48.9% |
| 3Y | -48.9% | +131.6% | -180.4% | -66.6% |
| All | -48.9% | +134.1% | -183.0% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling