+88.5%
MA vs FHN
+61.2%
+27.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +1.3% | +2.1% | -0.8% | +1.0% |
| 30D | +9.6% | +3.8% | +5.8% | +9.0% |
| 3M | +16.8% | -8.9% | +25.7% | +18.4% |
| 6M | +35.2% | +1.8% | +33.4% | +34.7% |
| YTD | +16.6% | +0.6% | +16.0% | +16.2% |
| 1Y | +19.8% | +12.9% | +6.8% | +17.5% |
| 3Y | +70.7% | +126.4% | -55.7% | +55.0% |
| All | +88.5% | +61.2% | +27.3% | +69.6% |
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