+0.5%
LOW vs FHN
+11.9%
-11.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +1.4% | +2.1% | -0.7% | +0.3% |
| 30D | +21.7% | +3.8% | +17.9% | +19.7% |
| 3M | +5.0% | -8.9% | +14.0% | +9.6% |
| 6M | +4.6% | +1.8% | +2.8% | +3.0% |
| YTD | -3.5% | +0.6% | -4.1% | -6.2% |
| 1Y | +0.5% | +12.9% | -12.4% | -9.9% |
| All | +0.5% | +11.9% | -11.3% | -9.9% |
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