+192.2%
MET vs FHN
+80.9%
+111.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +2.1% | +1.3% | +0.9% | +1.5% |
| 30D | +1.8% | +2.8% | -1.0% | +0.4% |
| 3M | +6.0% | -8.9% | +14.9% | +11.2% |
| 6M | +31.1% | -0.7% | +31.8% | +31.3% |
| YTD | +32.6% | +0.1% | +32.5% | +31.9% |
| 1Y | +30.5% | +10.4% | +20.1% | +23.3% |
| 3Y | +83.6% | +128.8% | -45.3% | +15.7% |
| 5Y | +84.2% | +61.5% | +22.7% | +24.0% |
| All | +192.2% | +80.9% | +111.2% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling