-35.5%
MOD vs FHN
+12.0%
-47.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -17.8% | +0.9% | -18.7% | -18.6% |
| 30D | -43.2% | +2.1% | -45.3% | -44.6% |
| 3M | -46.0% | -6.0% | -40.1% | -42.8% |
| 6M | -62.2% | -2.9% | -59.3% | -62.1% |
| YTD | -22.8% | +0.7% | -23.5% | -28.6% |
| 1Y | -35.5% | +11.0% | -46.5% | -47.9% |
| All | -35.5% | +12.0% | -47.5% | -47.9% |
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