-22.3%
MOH vs FHN
+88.4%
-110.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +1.7% | -1.2% | +2.9% | +1.8% |
| 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% | +38.6% |
| YTD | +17.7% | +4.6% | +13.1% | +17.4% |
| 1Y | +8.4% | +11.4% | -3.0% | +7.7% |
| 3Y | -36.6% | +132.3% | -168.8% | -39.8% |
| All | -22.3% | +88.4% | -110.8% | -28.1% |
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