+713.8%
MOD vs FHN
+57.4%
+656.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -6.0% |
| 7D | -34.2% | -2.3% | -31.9% | -33.5% |
| 30D | -51.9% | -0.9% | -50.9% | -51.8% |
| 3M | -53.0% | -11.0% | -42.0% | -50.5% |
| 6M | -66.4% | -5.4% | -60.9% | -65.7% |
| YTD | -31.5% | -1.2% | -30.4% | -31.3% |
| 1Y | -39.6% | +10.5% | -50.1% | -42.2% |
| 3Y | +116.8% | +115.1% | +1.7% | +67.1% |
| 5Y | +713.8% | +58.1% | +655.7% | +533.0% |
| All | +713.8% | +57.4% | +656.4% | +533.0% |
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