+2.7%
META vs FHN
+10.7%
-8.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.1% | +1.3% | +1.8% | +2.7% |
| 30D | -18.2% | +2.8% | -21.0% | -18.9% |
| 3M | +7.8% | -8.9% | +16.7% | +10.8% |
| 6M | +3.6% | -0.7% | +4.3% | +3.9% |
| YTD | -5.3% | +0.1% | -5.4% | -7.0% |
| 1Y | +2.7% | +10.4% | -7.7% | +0.3% |
| All | +2.7% | +10.7% | -8.0% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling