+122.9%
MAR vs FHN
+132.8%
-9.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | +2.9% | +0.9% | +2.0% | +2.5% |
| 30D | +17.0% | +2.1% | +15.0% | +16.1% |
| 3M | +23.2% | -6.0% | +29.1% | +26.0% |
| 6M | +21.7% | -2.9% | +24.7% | +22.7% |
| YTD | +38.9% | +0.7% | +38.2% | +37.4% |
| 1Y | +48.7% | +11.0% | +37.7% | +41.3% |
| 3Y | +122.9% | +130.3% | -7.4% | +79.0% |
| All | +122.9% | +132.8% | -9.8% | +79.0% |
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 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