+70.5%
ILMN vs FHN
+106.3%
-35.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.2% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -20.6% | +1.9% | -22.6% | -20.9% |
| 3M | +17.5% | -6.9% | +24.4% | +19.1% |
| 6M | +55.6% | -3.1% | +58.7% | +56.3% |
| YTD | +68.3% | +0.6% | +67.7% | +67.4% |
| 1Y | +81.1% | +12.4% | +68.8% | +76.0% |
| 3Y | +112.2% | +133.7% | -21.6% | +79.0% |
| 5Y | -42.6% | +61.4% | -103.9% | -50.6% |
| 10Y | +70.5% | +97.9% | -27.4% | +30.9% |
| All | +70.5% | +106.3% | -35.8% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling