+97.5%
MO vs FHN
+90.1%
+7.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +3.6% | -2.6% | +6.2% | +3.7% |
| 3M | -3.7% | 0.0% | -3.7% | -3.7% |
| 6M | +4.5% | +9.2% | -4.7% | +4.0% |
| YTD | +21.5% | +4.3% | +17.2% | +21.1% |
| 1Y | +9.5% | +10.8% | -1.2% | +8.7% |
| 3Y | +93.6% | +130.7% | -37.1% | +80.1% |
| 5Y | +97.5% | +87.4% | +10.1% | +79.1% |
| All | +97.5% | +90.1% | +7.4% | +79.1% |
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 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