+87.7%
MET vs FHN
+60.9%
+26.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | +0.9% | +0.9% | +1.5% |
| 30D | +4.8% | +2.1% | +2.7% | +4.0% |
| 3M | +6.2% | -6.0% | +12.2% | +8.7% |
| 6M | +33.8% | -2.9% | +36.8% | +35.1% |
| YTD | +33.3% | +0.7% | +32.6% | +32.6% |
| 1Y | +36.3% | +11.0% | +25.3% | +30.9% |
| 3Y | +84.6% | +130.3% | -45.7% | +40.0% |
| 5Y | +87.7% | +61.3% | +26.4% | +49.3% |
| All | +87.7% | +60.9% | +26.8% | +49.3% |
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 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