+639.9%
LYB vs FHN
+165.9%
+474.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.7% |
| 7D | -0.7% | -0.8% | +0.1% | -0.3% |
| 30D | +1.5% | -2.6% | +4.2% | +2.7% |
| 3M | -0.3% | +0.8% | -1.1% | -1.2% |
| 6M | +0.1% | +9.2% | -9.2% | -5.5% |
| YTD | +53.4% | +5.1% | +48.3% | +47.1% |
| 1Y | +25.6% | +12.2% | +13.4% | +16.0% |
| 3Y | -21.3% | +132.4% | -153.7% | -51.5% |
| 5Y | -2.4% | +91.1% | -93.5% | -42.7% |
| 10Y | +48.8% | +128.5% | -79.8% | -28.2% |
| All | +639.9% | +165.9% | +474.0% | +189.5% |
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