+82.3%
MET vs FHN
+90.1%
-7.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -1.4% | -2.6% | +1.2% | -0.4% |
| 3M | +12.5% | 0.0% | +12.5% | +12.4% |
| 6M | +37.1% | +9.2% | +27.9% | +32.4% |
| YTD | +23.8% | +4.3% | +19.4% | +21.5% |
| 1Y | +24.1% | +10.8% | +13.4% | +18.8% |
| 3Y | +65.2% | +130.7% | -65.5% | +23.4% |
| 5Y | +82.3% | +87.4% | -5.1% | +30.0% |
| All | +82.3% | +90.1% | -7.8% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling