+7.1%
LOW vs FHN
+61.2%
-54.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +1.4% | +2.1% | -0.7% | +1.0% |
| 30D | +21.7% | +3.8% | +17.9% | +20.9% |
| 3M | +5.0% | -8.9% | +14.0% | +6.9% |
| 6M | +4.6% | +1.8% | +2.8% | +4.2% |
| YTD | -3.5% | +0.6% | -4.1% | -3.7% |
| 1Y | +0.5% | +12.9% | -12.4% | -1.7% |
| 3Y | +24.8% | +126.4% | -101.6% | +8.4% |
| All | +7.1% | +61.2% | -54.1% | -4.3% |
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