+2,521.8%
IBM vs FHN
+1,690.1%
+831.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.8% |
| 30D | +11.1% | +0.2% | +10.9% | +11.1% |
| 3M | +5.7% | -9.0% | +14.7% | +7.8% |
| 6M | +10.1% | -6.8% | +16.9% | +11.7% |
| YTD | -15.6% | -1.5% | -14.1% | -15.5% |
| 1Y | -19.5% | +10.9% | -30.5% | -21.5% |
| 3Y | +80.4% | +119.4% | -39.0% | +49.6% |
| 5Y | +140.0% | +57.5% | +82.5% | +103.6% |
| 10Y | +155.0% | +114.1% | +40.8% | +90.9% |
| All | +2,521.8% | +1,690.1% | +831.7% | +1,038.9% |
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