+36.0%
MSCI vs FHN
+131.2%
-95.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | +16.5% | +2.0% | +14.4% | +16.0% |
| 3M | +18.2% | -6.8% | +25.0% | +20.1% |
| 6M | +14.0% | -0.8% | +14.7% | +13.9% |
| YTD | +16.6% | +0.6% | +16.0% | +15.8% |
| 1Y | +14.8% | +11.5% | +3.3% | +11.1% |
| All | +36.0% | +131.2% | -95.2% | +13.7% |
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