+93.4%
META vs FHN
+114.8%
-21.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -3.2% |
| 7D | -3.1% | -2.3% | -0.8% | -2.4% |
| 30D | -18.1% | -0.9% | -17.2% | -17.9% |
| 3M | +2.9% | -11.0% | +13.9% | +6.4% |
| 6M | +0.2% | -5.4% | +5.6% | +1.7% |
| YTD | -8.1% | -1.2% | -6.9% | -8.3% |
| 1Y | -4.5% | +10.5% | -15.0% | -8.0% |
| All | +93.4% | +114.8% | -21.3% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling