+1,497.9%
META vs FHN
+304.8%
+1,193.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -3.3% |
| 7D | -3.1% | -2.3% | -0.8% | -2.6% |
| 30D | -18.1% | -0.9% | -17.2% | -18.0% |
| 3M | +2.9% | -11.0% | +13.9% | +5.6% |
| 6M | +0.2% | -5.4% | +5.6% | +1.3% |
| YTD | -8.1% | -1.2% | -6.9% | -8.1% |
| 1Y | -4.5% | +10.5% | -15.0% | -7.1% |
| 3Y | +94.2% | +115.1% | -20.9% | +60.6% |
| 5Y | +79.1% | +58.1% | +21.0% | +52.2% |
| 10Y | +405.9% | +114.9% | +291.0% | +255.1% |
| All | +1,497.9% | +304.8% | +1,193.1% | +827.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling