-16.7%
IBM vs FHN
+11.9%
-28.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.6% | +2.1% | -0.6% | +0.8% |
| 30D | +9.2% | +3.8% | +5.4% | +7.8% |
| 3M | +4.9% | -8.9% | +13.9% | +8.5% |
| 6M | +16.8% | +1.8% | +15.0% | +15.6% |
| YTD | -14.3% | +0.6% | -14.9% | -13.0% |
| 1Y | -16.7% | +12.9% | -29.6% | -18.4% |
| All | -16.7% | +11.9% | -28.6% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling