+111.7%
INTC vs FHN
+88.9%
+22.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.1% | +10.1% | +9.3% |
| 7D | +17.4% | +2.7% | +14.8% | +16.7% |
| 30D | +2.8% | -3.1% | +5.9% | +3.6% |
| 3M | -5.3% | +2.3% | -7.6% | -5.9% |
| 6M | +140.6% | +9.7% | +130.9% | +135.1% |
| YTD | +183.1% | +4.7% | +178.4% | +180.1% |
| 1Y | +326.8% | +13.8% | +313.0% | +313.6% |
| 3Y | +179.4% | +131.6% | +47.9% | +145.5% |
| 5Y | +111.7% | +91.1% | +20.6% | +76.9% |
| All | +111.7% | +88.9% | +22.8% | +76.9% |
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