-36.6%
MOH vs FHN
+129.5%
-166.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +1.7% | -1.2% | +2.9% | +1.7% |
| 30D | -0.9% | -4.8% | +3.9% | -0.7% |
| 3M | +5.7% | -0.7% | +6.4% | +5.8% |
| 6M | +39.1% | +10.6% | +28.5% | +39.1% |
| YTD | +17.7% | +4.6% | +13.1% | +17.5% |
| 1Y | +8.4% | +11.4% | -3.0% | +8.0% |
| 3Y | -36.6% | +132.3% | -168.8% | -36.2% |
| All | -36.6% | +129.5% | -166.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling