+3,179.7%
MAR vs FHN
+64.2%
+3,115.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +1.8% | +1.3% | +0.5% | +1.3% |
| 30D | +14.3% | +2.8% | +11.5% | +13.2% |
| 3M | +20.0% | -8.9% | +28.9% | +23.9% |
| 6M | +21.7% | -0.7% | +22.4% | +21.7% |
| YTD | +37.7% | +0.1% | +37.6% | +37.0% |
| 1Y | +46.8% | +10.4% | +36.4% | +40.9% |
| 3Y | +121.0% | +128.8% | -7.8% | +60.1% |
| 5Y | +183.1% | +61.5% | +121.6% | +113.8% |
| 10Y | +532.4% | +83.0% | +449.4% | +326.0% |
| All | +3,179.7% | +64.2% | +3,115.5% | +1,534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling