+48.4%
MAR vs FHN
+11.3%
+37.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.3% |
| 30D | +16.2% | +2.0% | +14.2% | +15.4% |
| 3M | +23.1% | -6.8% | +29.9% | +26.1% |
| 6M | +22.0% | -0.8% | +22.7% | +21.2% |
| YTD | +39.2% | +0.6% | +38.6% | +35.1% |
| All | +48.4% | +11.3% | +37.1% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling