+119.9%
NDAQ vs FHN
+114.0%
+5.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | +16.5% | +0.2% | +16.3% | +16.5% |
| 3M | +13.5% | -9.0% | +22.5% | +16.4% |
| 6M | +20.9% | -6.8% | +27.8% | +23.0% |
| YTD | +11.4% | -1.5% | +12.9% | +11.2% |
| 1Y | +25.9% | +10.9% | +15.0% | +21.2% |
| 3Y | +119.9% | +119.4% | +0.5% | +83.6% |
| All | +119.9% | +114.0% | +5.8% | +83.6% |
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 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