+2,159.9%
FTI vs FHN
+56.7%
+2,103.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +5.3% | +1.2% | +4.1% | +4.8% |
| 30D | +15.3% | -4.7% | +20.0% | +17.4% |
| 3M | +15.8% | +3.5% | +12.2% | +13.9% |
| 6M | +22.6% | +7.8% | +14.8% | +18.5% |
| YTD | +79.5% | +5.9% | +73.7% | +74.5% |
| 1Y | +102.0% | +12.5% | +89.5% | +90.8% |
| 3Y | +315.8% | +117.2% | +198.6% | +198.0% |
| 5Y | +1,129.5% | +86.5% | +1,043.0% | +769.3% |
| 10Y | +320.9% | +125.7% | +195.2% | +177.1% |
| All | +2,159.9% | +56.7% | +2,103.3% | +1,304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling