+2,666.5%
NDAQ vs FHN
+26.9%
+2,639.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.9% | +0.9% | +2.0% | +2.5% |
| 30D | +17.5% | +2.1% | +15.4% | +16.7% |
| 3M | +15.4% | -6.0% | +21.4% | +17.9% |
| 6M | +24.6% | -2.9% | +27.6% | +25.5% |
| YTD | +14.4% | +0.7% | +13.7% | +13.3% |
| 1Y | +26.9% | +11.0% | +15.9% | +21.3% |
| 3Y | +119.8% | +130.3% | -10.5% | +56.7% |
| 5Y | +70.5% | +61.3% | +9.2% | +26.6% |
| 10Y | +475.8% | +89.6% | +386.2% | +247.6% |
| All | +2,666.5% | +26.9% | +2,639.6% | +1,304.9% |
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