+14,700.0%
MO vs FHN
+1,803.6%
+12,896.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -2.0% | +2.7% | -4.7% | -2.4% |
| 30D | -0.3% | -3.1% | +2.8% | +0.1% |
| 3M | -2.9% | +2.3% | -5.3% | -3.3% |
| 6M | +5.8% | +9.7% | -4.0% | +4.3% |
| YTD | +22.0% | +4.7% | +17.3% | +20.9% |
| 1Y | +10.7% | +13.8% | -3.1% | +8.2% |
| 3Y | +94.4% | +131.6% | -37.2% | +68.7% |
| 5Y | +97.2% | +91.1% | +6.0% | +70.7% |
| 10Y | +103.0% | +126.6% | -23.7% | +63.8% |
| All | +14,700.0% | +1,803.6% | +12,896.4% | +6,011.7% |
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