+6,262.5%
IT vs FHN
+543.1%
+5,719.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -6.8% | -0.9% | -6.0% | -6.6% |
| 30D | -0.6% | +2.0% | -2.6% | -1.0% |
| 3M | +3.1% | -6.8% | +9.9% | +5.1% |
| 6M | +25.5% | -0.8% | +26.3% | +25.7% |
| YTD | -23.5% | +0.6% | -24.1% | -24.1% |
| 1Y | -16.6% | +11.5% | -28.2% | -19.7% |
| 3Y | -53.1% | +130.0% | -183.1% | -63.6% |
| 5Y | -41.4% | +60.8% | -102.2% | -52.7% |
| 10Y | +90.9% | +84.0% | +7.0% | +38.3% |
| All | +6,262.5% | +543.1% | +5,719.4% | +2,647.4% |
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 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