+115.1%
INDA vs FHN
+306.6%
-191.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.4% |
| 30D | -0.8% | -4.7% | +3.9% | +0.3% |
| 3M | +3.9% | +3.5% | +0.4% | +3.0% |
| 6M | -0.7% | +7.8% | -8.5% | -2.6% |
| YTD | -7.7% | +5.9% | -13.5% | -9.1% |
| 1Y | -5.1% | +12.5% | -17.6% | -8.3% |
| 3Y | +13.6% | +117.2% | -103.6% | -8.7% |
| 5Y | +7.8% | +86.5% | -78.7% | -16.1% |
| 10Y | +84.6% | +125.7% | -41.1% | +18.5% |
| All | +115.1% | +306.6% | -191.5% | +9.6% |
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