+15,172.7%
INTC vs FHN
+1,824.4%
+13,348.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +7.1% | +1.2% | +5.9% | +6.7% |
| 30D | -5.2% | -4.7% | -0.5% | -3.9% |
| 3M | -14.3% | +3.5% | -17.8% | -15.2% |
| 6M | +110.2% | +7.8% | +102.4% | +105.7% |
| YTD | +159.6% | +5.9% | +153.7% | +155.7% |
| 1Y | +289.3% | +12.5% | +276.8% | +275.7% |
| 3Y | +166.1% | +117.2% | +48.8% | +112.0% |
| 5Y | +94.4% | +86.5% | +7.8% | +51.5% |
| 10Y | +227.7% | +125.7% | +102.0% | +122.5% |
| All | +15,172.7% | +1,824.4% | +13,348.3% | +4,591.0% |
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