-50.8%
INTU vs FHN
+11.5%
-62.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | -3.3% | -1.2% | -2.1% | -3.4% |
| 30D | -3.9% | -4.8% | +0.9% | -4.1% |
| 3M | +16.6% | -0.7% | +17.4% | +16.6% |
| 6M | -26.4% | +10.6% | -37.1% | -26.7% |
| YTD | -51.0% | +4.6% | -55.6% | -51.0% |
| 1Y | -50.8% | +11.4% | -62.1% | -52.1% |
| All | -50.8% | +11.5% | -62.3% | -52.1% |
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 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