+1,673.7%
MOD vs FHN
+1,744.5%
-70.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.7% | -23.1% | -22.2% |
| 7D | -31.3% | +2.3% | -33.6% | -32.3% |
| 30D | -46.1% | +1.6% | -47.7% | -46.8% |
| 3M | -51.1% | -8.4% | -42.8% | -49.3% |
| 6M | -62.1% | -2.3% | -59.8% | -61.9% |
| YTD | -26.2% | +1.5% | -27.7% | -26.8% |
| 1Y | -32.6% | +15.0% | -47.6% | -36.8% |
| 3Y | +133.8% | +120.9% | +12.9% | +62.6% |
| 5Y | +792.8% | +64.0% | +728.7% | +550.4% |
| 10Y | +959.8% | +120.6% | +839.2% | +554.3% |
| All | +1,673.7% | +1,744.5% | -70.7% | +617.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling