+1,356.0%
MOH vs FHN
+10.8%
+1,345.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -2.4% | -2.6% | +0.2% | -1.8% |
| 3M | -4.4% | 0.0% | -4.4% | -4.4% |
| 6M | +32.9% | +9.2% | +23.7% | +30.3% |
| YTD | +11.9% | +4.3% | +7.5% | +10.4% |
| 1Y | +6.9% | +10.8% | -3.8% | +4.0% |
| 3Y | -39.4% | +130.7% | -170.1% | -51.2% |
| 5Y | -25.0% | +87.4% | -112.3% | -40.0% |
| 10Y | +244.9% | +126.9% | +118.0% | +143.6% |
| All | +1,356.0% | +10.8% | +1,345.2% | +918.9% |
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