+245.4%
NEE vs FHN
+129.4%
+115.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | -3.1% | -2.6% | -0.5% | -2.8% |
| 3M | -2.4% | +0.8% | -3.3% | -2.6% |
| 6M | -8.6% | +9.2% | -17.8% | -9.7% |
| YTD | +4.9% | +5.1% | -0.2% | +4.0% |
| 1Y | +19.4% | +12.2% | +7.2% | +17.2% |
| 3Y | +34.9% | +132.4% | -97.6% | +18.2% |
| 5Y | +11.0% | +91.1% | -80.1% | -3.3% |
| All | +245.4% | +129.4% | +115.9% | +165.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling