-61.5%
FND vs FHN
+90.8%
-152.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.3% |
| 7D | +0.4% | +2.7% | -2.3% | -0.4% |
| 30D | -23.6% | -3.1% | -20.5% | -22.9% |
| 3M | +4.3% | +2.3% | +2.0% | +3.9% |
| 6M | -20.3% | +9.7% | -30.0% | -22.0% |
| YTD | -21.3% | +4.7% | -26.0% | -22.1% |
| 1Y | -45.4% | +13.8% | -59.1% | -47.2% |
| 3Y | -48.9% | +131.6% | -180.4% | -56.9% |
| All | -61.5% | +90.8% | -152.3% | -67.2% |
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