+4.8%
INDA vs FHN
+87.6%
-82.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.6% |
| 30D | -4.0% | -2.6% | -1.3% | -3.7% |
| 3M | +1.7% | +0.8% | +0.9% | +1.6% |
| 6M | -3.6% | +9.2% | -12.9% | -4.4% |
| YTD | -11.0% | +5.1% | -16.1% | -11.5% |
| 1Y | -9.5% | +12.2% | -21.7% | -10.6% |
| 3Y | +7.6% | +132.4% | -124.8% | +0.2% |
| 5Y | +4.8% | +91.1% | -86.3% | -5.1% |
| All | +4.8% | +87.6% | -82.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling