-63.7%
MOD vs FHN
-2.5%
-61.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.7% | -23.1% | -21.3% |
| 7D | -31.3% | +2.3% | -33.6% | -31.2% |
| 30D | -46.1% | +1.6% | -47.7% | -45.9% |
| 3M | -51.1% | -8.4% | -42.8% | -49.2% |
| All | -63.7% | -2.5% | -61.2% | -63.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling