+5.6%
MSCI vs FHN
+60.0%
-54.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.7% | +1.3% | -1.9% | -0.9% |
| 30D | +16.2% | +2.8% | +13.4% | +15.7% |
| 3M | +16.1% | -8.9% | +25.1% | +17.9% |
| 6M | +12.9% | -0.7% | +13.6% | +12.9% |
| YTD | +14.8% | +0.1% | +14.8% | +14.5% |
| 1Y | +13.8% | +10.4% | +3.4% | +11.6% |
| 3Y | +31.2% | +128.8% | -97.6% | +16.2% |
| 5Y | +5.6% | +61.5% | -55.9% | -3.8% |
| All | +5.6% | +60.0% | -54.4% | -3.8% |
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