+57.4%
INTC vs FHN
+14.6%
+42.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.4% | -4.6% |
| 7D | -39.0% | +2.3% | -41.3% | -39.5% |
| 30D | -49.8% | +1.6% | -51.5% | -50.2% |
| 3M | -42.2% | -8.4% | -33.8% | -39.1% |
| 6M | -39.2% | -2.3% | -36.9% | -38.5% |
| YTD | +57.9% | +1.5% | +56.4% | +53.0% |
| 1Y | +57.4% | +15.0% | +42.3% | +43.4% |
| All | +57.4% | +14.6% | +42.8% | +43.4% |
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