+27.4%
M vs FHN
+86.2%
-58.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.7% | +1.2% | +3.5% | +4.2% |
| 30D | -9.6% | -4.7% | -4.9% | -7.8% |
| 3M | +0.9% | +3.5% | -2.7% | -0.9% |
| 6M | +22.3% | +7.8% | +14.5% | +18.2% |
| YTD | +6.5% | +5.9% | +0.6% | +3.7% |
| 1Y | +38.8% | +12.5% | +26.3% | +31.2% |
| 3Y | +115.9% | +117.2% | -1.3% | +55.8% |
| All | +27.4% | +86.2% | -58.8% | -14.5% |
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 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