-22.1%
FPS vs FHN
-5.8%
-16.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.1% | +13.9% | +14.8% |
| 7D | -8.0% | -0.5% | -7.5% | -7.6% |
| 30D | -43.5% | +1.9% | -45.5% | -44.1% |
| 3M | -41.6% | -6.9% | -34.7% | -38.7% |
| 6M | -44.0% | -3.1% | -41.0% | -44.0% |
| All | -22.1% | -5.8% | -16.3% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling