+833.2%
MOD vs FHN
+60.0%
+773.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +16.1% | +1.3% | +14.8% | +15.5% |
| 30D | -38.5% | +2.8% | -41.3% | -39.5% |
| 3M | -46.8% | -8.9% | -37.9% | -44.6% |
| 6M | -61.6% | -0.7% | -60.9% | -61.7% |
| YTD | -20.5% | +0.1% | -20.6% | -20.6% |
| 1Y | -28.0% | +10.4% | -38.4% | -31.1% |
| 3Y | +134.9% | +128.8% | +6.1% | +77.8% |
| 5Y | +833.2% | +61.5% | +771.7% | +618.4% |
| All | +833.2% | +60.0% | +773.2% | +618.4% |
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 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