+812.7%
MOD vs FHN
+63.2%
+749.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.7% | +8.9% |
| 7D | -13.9% | -0.5% | -13.5% | -13.8% |
| 30D | -41.5% | +1.9% | -43.5% | -42.2% |
| 3M | -45.7% | -6.9% | -38.8% | -44.0% |
| 6M | -61.1% | -3.1% | -58.0% | -60.8% |
| YTD | -20.5% | +0.6% | -21.1% | -20.8% |
| 1Y | -32.1% | +12.4% | -44.5% | -35.5% |
| 3Y | +146.5% | +133.7% | +12.7% | +85.2% |
| 5Y | +812.7% | +61.4% | +751.4% | +602.0% |
| All | +812.7% | +63.2% | +749.5% | +602.0% |
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