-18.3%
MKC vs FHN
+14.6%
-32.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +5.1% |
| 7D | +9.6% | +2.3% | +7.3% | +9.2% |
| 30D | +12.0% | +1.6% | +10.4% | +11.7% |
| 3M | -2.0% | -8.4% | +6.4% | -1.1% |
| 6M | +7.2% | -2.3% | +9.5% | +7.4% |
| YTD | -23.7% | +1.5% | -25.2% | -23.6% |
| 1Y | -18.3% | +15.0% | -33.3% | -20.6% |
| All | -18.3% | +14.6% | -32.9% | -20.6% |
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