+2,417.1%
MSCI vs FHN
+78.5%
+2,338.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | +0.6% | -4.7% | +5.3% | +1.9% |
| 3M | -7.1% | +3.5% | -10.6% | -8.1% |
| 6M | +0.8% | +7.8% | -7.0% | -1.6% |
| YTD | +1.0% | +5.9% | -4.9% | -1.2% |
| 1Y | +4.3% | +12.5% | -8.2% | +0.1% |
| 3Y | +9.9% | +117.2% | -107.3% | -14.4% |
| 5Y | -6.8% | +86.5% | -93.3% | -28.9% |
| 10Y | +614.7% | +125.7% | +488.9% | +361.9% |
| All | +2,417.1% | +78.5% | +2,338.6% | +1,438.6% |
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 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