-60.1%
FND vs FHN
+60.9%
-121.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.7% | -3.6% |
| 7D | +6.8% | +0.9% | +5.9% | +6.6% |
| 30D | +13.1% | +2.1% | +11.0% | +12.6% |
| 3M | -13.1% | -6.0% | -7.1% | -11.4% |
| 6M | -0.6% | -2.9% | +2.4% | +0.7% |
| YTD | -15.5% | +0.7% | -16.2% | -15.4% |
| 1Y | -13.7% | +11.0% | -24.7% | -15.6% |
| 3Y | -35.0% | +130.3% | -165.3% | -44.8% |
| 5Y | -60.1% | +61.3% | -121.4% | -64.3% |
| All | -60.1% | +60.9% | -121.0% | -64.3% |
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