+9,101.3%
ITW vs FHN
+1,824.4%
+7,276.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -3.6% | +1.2% | -4.7% | -3.9% |
| 30D | -9.1% | -4.7% | -4.4% | -8.0% |
| 3M | +8.2% | +3.5% | +4.7% | +7.2% |
| 6M | -4.8% | +7.8% | -12.6% | -6.7% |
| YTD | +11.0% | +5.9% | +5.2% | +9.1% |
| 1Y | +4.2% | +12.5% | -8.2% | +0.5% |
| 3Y | +17.3% | +117.2% | -99.9% | -7.2% |
| 5Y | +33.0% | +86.5% | -53.5% | +3.5% |
| 10Y | +182.3% | +125.7% | +56.6% | +94.9% |
| All | +9,101.3% | +1,824.4% | +7,276.9% | +3,204.0% |
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