+7.8%
LOW vs FHN
+90.1%
-82.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.6% | 0.0% | -0.7% | -0.6% |
| 30D | -9.3% | -2.6% | -6.7% | -8.8% |
| 3M | -8.1% | 0.0% | -8.1% | -8.1% |
| 6M | -19.8% | +9.2% | -29.0% | -21.0% |
| YTD | -16.4% | +4.3% | -20.7% | -17.1% |
| 1Y | -24.7% | +10.8% | -35.4% | -26.3% |
| 3Y | -8.8% | +130.7% | -139.5% | -21.2% |
| 5Y | +7.8% | +87.4% | -79.6% | -7.3% |
| All | +7.8% | +90.1% | -82.3% | -7.3% |
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