+1.9%
META vs FHN
+11.9%
-10.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.5% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -10.8% | +1.9% | -12.7% | -11.3% |
| 3M | +8.4% | -6.9% | +15.3% | +10.7% |
| 6M | +5.4% | -3.1% | +8.5% | +6.4% |
| YTD | -2.6% | +0.6% | -3.2% | -4.6% |
| All | +1.9% | +11.9% | -10.0% | -1.5% |
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