+5,494.1%
IT vs FHN
+567.2%
+4,926.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -9.1% | 0.0% | -9.2% | -9.1% |
| 30D | -12.2% | -2.6% | -9.6% | -11.6% |
| 3M | +7.8% | 0.0% | +7.8% | +7.7% |
| 6M | +2.0% | +9.2% | -7.3% | -0.8% |
| YTD | -32.7% | +4.3% | -37.1% | -34.0% |
| 1Y | -31.1% | +10.8% | -41.9% | -33.6% |
| 3Y | -52.1% | +130.7% | -182.8% | -62.9% |
| 5Y | -46.3% | +87.4% | -133.6% | -58.5% |
| 10Y | +91.4% | +126.9% | -35.5% | +30.9% |
| All | +5,494.1% | +567.2% | +4,926.9% | +2,289.1% |
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