+2,327.9%
NDAQ vs FHN
+33.4%
+2,294.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | +2.5% | -4.7% | +7.2% | +4.1% |
| 3M | +9.9% | +3.5% | +6.4% | +8.4% |
| 6M | +9.4% | +7.8% | +1.6% | +6.0% |
| YTD | +0.4% | +5.9% | -5.5% | -2.3% |
| 1Y | +4.0% | +12.5% | -8.4% | -1.4% |
| 3Y | +94.4% | +117.2% | -22.8% | +41.2% |
| 5Y | +56.7% | +86.5% | -29.8% | +9.8% |
| 10Y | +375.3% | +125.7% | +249.6% | +166.5% |
| All | +2,327.9% | +33.4% | +2,294.4% | +1,111.6% |
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