-2.7%
MSCI vs FHN
+13.8%
-16.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.6% |
| 7D | -2.1% | +2.7% | -4.7% | -2.4% |
| 30D | -1.7% | -3.1% | +1.4% | -1.3% |
| 3M | -8.2% | +2.3% | -10.6% | -8.7% |
| 6M | -2.4% | +9.7% | -12.2% | -4.4% |
| YTD | -2.8% | +4.7% | -7.6% | -4.0% |
| 1Y | -2.7% | +13.8% | -16.4% | -5.6% |
| All | -2.7% | +13.8% | -16.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling