-1.4%
LYB vs FHN
+10.8%
-12.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.0% |
| 30D | +4.0% | -2.6% | +6.6% | +2.3% |
| 3M | +2.4% | 0.0% | +2.4% | +3.1% |
| 6M | -1.4% | +9.2% | -10.7% | +14.2% |
| All | -1.4% | +10.8% | -12.3% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling