+10.0%
IRM vs FHN
+7.5%
+2.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -0.5% | +1.2% | -1.6% | -1.1% |
| 30D | -8.1% | -4.7% | -3.4% | -5.1% |
| 3M | -9.7% | +3.5% | -13.2% | -11.9% |
| 6M | +10.0% | +7.8% | +2.2% | +4.4% |
| All | +10.0% | +7.5% | +2.5% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling