+1,563.7%
META vs FHN
+315.7%
+1,248.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.1% |
| 7D | +2.9% | +2.3% | +0.6% | +2.3% |
| 30D | -15.1% | +1.6% | -16.7% | -15.4% |
| 3M | +7.2% | -8.4% | +15.6% | +9.3% |
| 6M | +3.4% | -2.3% | +5.7% | +3.8% |
| YTD | -4.3% | +1.5% | -5.8% | -5.0% |
| 1Y | +0.8% | +15.0% | -14.2% | -2.9% |
| 3Y | +102.2% | +120.9% | -18.7% | +66.2% |
| 5Y | +89.4% | +64.0% | +25.3% | +59.5% |
| 10Y | +426.7% | +120.6% | +306.1% | +267.4% |
| All | +1,563.7% | +315.7% | +1,248.0% | +859.2% |
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 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