+54.7%
MSFT vs FHN
+129.2%
-74.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.5% |
| 7D | +7.5% | -0.5% | +8.0% | +7.6% |
| 30D | +1.9% | +1.9% | -0.1% | +1.6% |
| 3M | +9.2% | -6.9% | +16.2% | +10.2% |
| 6M | +31.9% | -3.1% | +34.9% | +32.1% |
| YTD | +13.4% | +0.6% | +12.9% | +12.7% |
| 1Y | +10.6% | +12.4% | -1.7% | +7.7% |
| 3Y | +54.7% | +133.7% | -79.0% | +46.5% |
| All | +54.7% | +129.2% | -74.5% | +46.5% |
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