+3,207.6%
MAR vs FHN
+65.3%
+3,142.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.2% |
| 3M | +23.2% | -6.0% | +29.1% | +25.7% |
| 6M | +21.7% | -2.9% | +24.7% | +22.7% |
| YTD | +38.9% | +0.7% | +38.2% | +37.8% |
| 1Y | +48.7% | +11.0% | +37.7% | +42.4% |
| 3Y | +122.9% | +130.3% | -7.4% | +61.0% |
| 5Y | +177.5% | +61.3% | +116.2% | +109.7% |
| 10Y | +537.5% | +89.6% | +448.0% | +324.1% |
| All | +3,207.6% | +65.3% | +3,142.3% | +1,544.1% |
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