-75.0%
FRSH vs FHN
+93.8%
-168.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -11.2% | -0.8% | -10.4% | -10.9% |
| 30D | -0.8% | -2.6% | +1.8% | -0.1% |
| 3M | +26.4% | +0.8% | +25.6% | +25.9% |
| 6M | +48.4% | +9.2% | +39.1% | +43.6% |
| YTD | -3.1% | +5.1% | -8.2% | -5.1% |
| 1Y | -8.7% | +12.2% | -20.9% | -12.7% |
| 3Y | -45.8% | +132.4% | -178.2% | -57.6% |
| All | -75.0% | +93.8% | -168.8% | -80.2% |
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