+64.6%
MAR vs FHN
+134.1%
-69.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -1.7% | +2.7% | -4.4% | -2.7% |
| 30D | -6.9% | -3.1% | -3.8% | -5.8% |
| 3M | -15.8% | +2.3% | -18.2% | -16.8% |
| 6M | +1.9% | +9.7% | -7.8% | -2.0% |
| YTD | +6.6% | +4.7% | +1.9% | +4.0% |
| 1Y | +23.7% | +13.8% | +9.9% | +16.2% |
| 3Y | +64.6% | +131.6% | -67.0% | +28.9% |
| All | +64.6% | +134.1% | -69.5% | +28.9% |
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