+11.4%
FPS vs FHN
-1.9%
+13.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.8% |
| 7D | +10.4% | +2.7% | +7.7% | +8.4% |
| 30D | -16.5% | -3.1% | -13.4% | -14.5% |
| 3M | -45.5% | +2.3% | -47.9% | -47.4% |
| 6M | +2.1% | +9.7% | -7.7% | -9.1% |
| All | +11.4% | -1.9% | +13.3% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling