+9,656.7%
INTC vs FHN
+1,718.9%
+7,937.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +17.1% | +1.3% | +15.9% | +16.7% |
| 30D | -40.5% | +2.8% | -43.3% | -40.9% |
| 3M | -39.4% | -8.9% | -30.5% | -37.8% |
| 6M | -49.3% | -0.7% | -48.6% | -49.2% |
| YTD | +65.9% | +0.1% | +65.8% | +65.9% |
| 1Y | +61.5% | +10.4% | +51.1% | +57.1% |
| 3Y | +59.6% | +128.8% | -69.2% | +25.8% |
| 5Y | +31.2% | +61.5% | -30.3% | +6.7% |
| 10Y | +116.6% | +83.0% | +33.6% | +56.5% |
| All | +9,656.7% | +1,718.9% | +7,937.8% | +2,944.1% |
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