+289.3%
INTC vs FHN
+13.2%
+276.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +7.1% | +1.2% | +5.9% | +6.4% |
| 30D | -5.2% | -4.7% | -0.5% | -2.9% |
| 3M | -14.3% | +3.5% | -17.8% | -16.0% |
| 6M | +110.2% | +7.8% | +102.4% | +100.2% |
| YTD | +159.6% | +5.9% | +153.7% | +150.7% |
| 1Y | +289.3% | +12.5% | +276.8% | +261.2% |
| All | +289.3% | +13.2% | +276.1% | +261.2% |
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