+33.4%
INTC vs FHN
+61.0%
-27.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +7.3% | -0.9% | +8.1% | +7.6% |
| 30D | -38.3% | +2.0% | -40.4% | -38.6% |
| 3M | -36.0% | -6.8% | -29.2% | -34.9% |
| 6M | -51.7% | -0.8% | -50.9% | -51.7% |
| YTD | +69.4% | +0.6% | +68.8% | +69.2% |
| 1Y | +65.0% | +11.5% | +53.5% | +61.1% |
| 3Y | +63.0% | +130.0% | -67.0% | +44.6% |
| 5Y | +33.4% | +60.8% | -27.4% | +18.9% |
| All | +33.4% | +61.0% | -27.6% | +18.9% |
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