+124.3%
MOD vs FHN
+114.8%
+9.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -5.3% |
| 7D | -34.2% | -2.3% | -31.9% | -33.2% |
| 30D | -51.9% | -0.9% | -50.9% | -51.8% |
| 3M | -53.0% | -11.0% | -42.0% | -48.9% |
| 6M | -66.4% | -5.4% | -60.9% | -65.4% |
| YTD | -31.5% | -1.2% | -30.4% | -31.6% |
| 1Y | -39.6% | +10.5% | -50.1% | -44.3% |
| All | +124.3% | +114.8% | +9.6% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling