+122.4%
INDA vs FHN
+286.3%
-163.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +3.1% | -0.9% | +4.0% | +3.3% |
| 30D | +11.3% | +2.0% | +9.2% | +10.7% |
| 3M | +3.0% | -6.8% | +9.8% | +4.6% |
| 6M | +6.5% | -0.8% | +7.3% | +6.5% |
| YTD | -4.6% | +0.6% | -5.1% | -5.0% |
| 1Y | -5.8% | +11.5% | -17.3% | -8.5% |
| 3Y | +16.8% | +130.0% | -113.2% | -7.4% |
| 5Y | +10.4% | +60.8% | -50.4% | -10.2% |
| 10Y | +116.8% | +84.0% | +32.8% | +49.6% |
| All | +122.4% | +286.3% | -163.9% | +14.6% |
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