+68.5%
MA vs FHN
+130.0%
-61.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | +7.9% | +2.8% | +5.1% | +7.3% |
| 3M | +16.8% | -8.9% | +25.7% | +19.2% |
| 6M | +31.0% | -0.7% | +31.7% | +31.0% |
| YTD | +15.0% | +0.1% | +15.0% | +14.6% |
| 1Y | +17.0% | +10.4% | +6.6% | +14.0% |
| All | +68.5% | +130.0% | -61.6% | +55.2% |
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 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