+2,498.9%
MAR vs FHN
+73.7%
+2,425.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | +1.2% | -5.3% | -4.6% |
| 30D | -6.7% | -4.7% | -2.0% | -5.1% |
| 3M | -12.5% | +3.5% | -16.0% | -13.7% |
| 6M | +0.6% | +7.8% | -7.2% | -2.3% |
| YTD | +9.1% | +5.9% | +3.2% | +6.4% |
| 1Y | +26.2% | +12.5% | +13.7% | +20.0% |
| 3Y | +68.2% | +117.2% | -49.1% | +23.8% |
| 5Y | +163.9% | +86.5% | +77.4% | +88.9% |
| 10Y | +420.6% | +125.7% | +294.8% | +225.3% |
| All | +2,498.9% | +73.7% | +2,425.2% | +1,169.9% |
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 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