+862.0%
FTI vs FHN
+60.0%
+802.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.4% | +1.3% | +4.2% | +5.0% |
| 30D | -8.2% | +2.8% | -11.0% | -9.1% |
| 3M | -13.7% | -8.9% | -4.8% | -11.4% |
| 6M | -11.2% | -0.7% | -10.5% | -11.3% |
| YTD | +46.0% | +0.1% | +45.9% | +45.1% |
| 1Y | +51.8% | +10.4% | +41.4% | +46.4% |
| 3Y | +206.7% | +128.8% | +77.9% | +145.7% |
| 5Y | +862.0% | +61.5% | +800.5% | +677.0% |
| All | +862.0% | +60.0% | +802.0% | +677.0% |
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 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