+1,082.7%
MOD vs FHN
+61.2%
+1,021.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.5% | +27.3% | +27.6% |
| 7D | +40.4% | +2.1% | +38.3% | +39.2% |
| 30D | -14.0% | +3.8% | -17.8% | -15.7% |
| 3M | -33.3% | -8.9% | -24.4% | -30.5% |
| 6M | -51.4% | +1.8% | -53.2% | -52.1% |
| YTD | +1.6% | +0.6% | +1.0% | +1.3% |
| 1Y | +5.4% | +12.9% | -7.6% | -0.2% |
| 3Y | +191.0% | +126.4% | +64.6% | +120.7% |
| All | +1,082.7% | +61.2% | +1,021.6% | +808.1% |
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