+425.3%
M vs FHN
+866.9%
-441.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 6M | +22.3% | +7.8% | +14.5% | +18.3% |
| YTD | +6.5% | +5.9% | +0.6% | +3.8% |
| 1Y | +38.8% | +12.5% | +26.3% | +31.4% |
| 3Y | +115.9% | +117.2% | -1.3% | +52.7% |
| 5Y | +28.6% | +86.5% | -57.9% | -9.5% |
| 10Y | -2.5% | +125.7% | -128.3% | -36.7% |
| All | +425.3% | +866.9% | -441.6% | +132.0% |
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