-42.2%
INTU vs FHN
+56.9%
-99.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.7% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +15.4% | +0.2% | +15.2% | +15.4% |
| 3M | +6.6% | -9.0% | +15.6% | +8.3% |
| 6M | -11.3% | -6.8% | -4.5% | -10.3% |
| YTD | -47.7% | -1.5% | -46.2% | -47.9% |
| 1Y | -47.0% | +10.9% | -58.0% | -48.4% |
| 3Y | -29.9% | +119.4% | -149.3% | -39.1% |
| All | -42.2% | +56.9% | -99.1% | -46.6% |
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