+1,775.6%
FTI vs FHN
+48.8%
+1,726.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +4.3% | +2.1% | +2.2% | +3.5% |
| 30D | -4.7% | +3.8% | -8.5% | -6.2% |
| 3M | -13.5% | -8.9% | -4.6% | -10.5% |
| 6M | -8.7% | +1.8% | -10.5% | -9.8% |
| YTD | +49.0% | +0.6% | +48.4% | +47.5% |
| 1Y | +54.0% | +12.9% | +41.1% | +45.6% |
| 3Y | +211.6% | +126.4% | +85.2% | +120.2% |
| 5Y | +881.9% | +62.3% | +819.6% | +630.9% |
| 10Y | +188.1% | +84.0% | +104.1% | +102.4% |
| All | +1,775.6% | +48.8% | +1,726.7% | +1,086.5% |
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