-44.8%
IT vs FHN
+88.9%
-133.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -7.2% |
| 7D | -9.1% | +2.7% | -11.8% | -9.6% |
| 30D | -7.0% | -3.1% | -3.9% | -6.5% |
| 3M | +7.6% | +2.3% | +5.3% | +7.1% |
| 6M | +2.1% | +9.7% | -7.6% | +0.1% |
| YTD | -31.6% | +4.7% | -36.3% | -32.5% |
| 1Y | -29.9% | +13.8% | -43.7% | -32.1% |
| 3Y | -51.3% | +131.6% | -182.8% | -57.9% |
| 5Y | -44.8% | +91.1% | -135.9% | -53.4% |
| All | -44.8% | +88.9% | -133.7% | -53.4% |
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 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