-23.6%
FPS vs FHN
-6.2%
-17.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.3% | -9.6% |
| 7D | +21.6% | +1.3% | +20.4% | +20.9% |
| 30D | -38.8% | +2.8% | -41.6% | -39.7% |
| 3M | -42.1% | -8.9% | -33.2% | -38.5% |
| 6M | -48.5% | -0.7% | -47.8% | -49.8% |
| All | -23.6% | -6.2% | -17.4% | -21.4% |
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