-26.6%
IT vs FHN
+11.4%
-38.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -12.7% | -0.8% | -11.9% | -12.6% |
| 30D | -8.9% | -2.6% | -6.3% | -8.6% |
| 3M | +10.1% | +0.8% | +9.3% | +10.0% |
| 6M | +7.3% | +9.2% | -2.0% | +5.6% |
| YTD | -32.4% | +5.1% | -37.5% | -33.6% |
| 1Y | -26.6% | +12.2% | -38.8% | -30.5% |
| All | -26.6% | +11.4% | -38.0% | -30.5% |
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 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