-35.2%
MOD vs FHN
+10.6%
-45.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.1% | +6.0% |
| 7D | -25.5% | -1.0% | -24.6% | -25.2% |
| 30D | -49.0% | +0.2% | -49.2% | -49.5% |
| 3M | -49.8% | -9.0% | -40.8% | -45.2% |
| 6M | -64.8% | -6.8% | -57.9% | -63.0% |
| YTD | -27.6% | -1.5% | -26.1% | -31.9% |
| 1Y | -35.2% | +10.9% | -46.1% | -48.5% |
| All | -35.2% | +10.6% | -45.8% | -48.5% |
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