+291.3%
IR vs FHN
+97.9%
+193.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.8% | +1.2% | -4.0% | -3.3% |
| 30D | -15.1% | -4.7% | -10.4% | -13.6% |
| 3M | +6.1% | +3.5% | +2.5% | +4.6% |
| 6M | -16.8% | +7.8% | -24.6% | -19.1% |
| YTD | -3.5% | +5.9% | -9.4% | -5.5% |
| 1Y | -3.5% | +12.5% | -16.0% | -8.0% |
| 3Y | +9.5% | +117.2% | -107.7% | -20.0% |
| 5Y | +45.1% | +86.5% | -41.5% | +0.9% |
| All | +291.3% | +97.9% | +193.4% | +148.5% |
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