-9.5%
ICE vs FHN
+11.5%
-21.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | +4.0% | -4.8% | +8.8% | +4.6% |
| 3M | +13.7% | -0.7% | +14.4% | +13.5% |
| 6M | +0.9% | +10.6% | -9.7% | -1.3% |
| YTD | -2.1% | +4.6% | -6.7% | -3.3% |
| 1Y | -9.5% | +11.4% | -20.9% | -12.8% |
| All | -9.5% | +11.5% | -21.0% | -12.8% |
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