+160.1%
M vs FHN
+131.2%
+28.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +7.0% | +2.1% | +4.9% | +5.7% |
| 30D | +8.9% | +3.8% | +5.1% | +6.8% |
| 3M | +4.5% | -8.9% | +13.4% | +10.5% |
| 6M | +36.2% | +1.8% | +34.4% | +34.4% |
| YTD | +15.1% | +0.6% | +14.5% | +14.5% |
| 1Y | +27.4% | +12.9% | +14.5% | +18.4% |
| 3Y | +160.1% | +126.4% | +33.8% | +51.9% |
| All | +160.1% | +131.2% | +28.9% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling