+2,413.6%
IBM vs FHN
+1,824.4%
+589.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +0.3% | -4.7% | +5.0% | +1.2% |
| 3M | -21.6% | +3.5% | -25.2% | -22.2% |
| 6M | -4.7% | +7.8% | -12.5% | -6.4% |
| YTD | -19.1% | +5.9% | -25.0% | -20.2% |
| 1Y | -2.5% | +12.5% | -15.0% | -5.3% |
| 3Y | +74.2% | +117.2% | -43.1% | +44.5% |
| 5Y | +113.1% | +86.5% | +26.6% | +74.2% |
| 10Y | +133.5% | +125.7% | +7.8% | +72.8% |
| All | +2,413.6% | +1,824.4% | +589.2% | +975.4% |
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 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