+93.1%
META vs FHN
+63.2%
+29.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.7% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -10.8% | +1.9% | -12.7% | -11.1% |
| 3M | +8.4% | -6.9% | +15.3% | +10.0% |
| 6M | +5.4% | -3.1% | +8.5% | +6.0% |
| YTD | -2.6% | +0.6% | -3.2% | -3.0% |
| 1Y | +3.5% | +12.4% | -8.8% | +0.8% |
| 3Y | +102.0% | +133.7% | -31.7% | +74.5% |
| 5Y | +93.1% | +61.4% | +31.7% | +72.5% |
| All | +93.1% | +63.2% | +29.8% | +72.5% |
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 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