+325.3%
IR vs FHN
+84.0%
+241.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +3.7% | -1.0% | +4.7% | +4.1% |
| 30D | +7.4% | +0.2% | +7.2% | +7.3% |
| 3M | -5.9% | -9.0% | +3.1% | -2.5% |
| 6M | +5.6% | -6.8% | +12.4% | +8.4% |
| YTD | +4.8% | -1.5% | +6.3% | +5.6% |
| 1Y | +6.9% | +10.9% | -4.0% | +2.9% |
| 3Y | +27.6% | +119.4% | -91.8% | -6.9% |
| 5Y | +45.8% | +57.5% | -11.7% | +9.7% |
| All | +325.3% | +84.0% | +241.2% | +177.6% |
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 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