+11.5%
NEE vs FHN
+61.2%
-49.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -2.1% | +2.1% | -4.2% | -2.3% |
| 30D | +8.6% | +3.8% | +4.8% | +8.3% |
| 3M | -0.3% | -8.9% | +8.7% | +0.3% |
| 6M | -8.9% | +1.8% | -10.7% | -9.1% |
| YTD | +8.3% | +0.6% | +7.8% | +8.2% |
| 1Y | +4.3% | +12.9% | -8.7% | +3.2% |
| 3Y | +70.7% | +126.4% | -55.6% | +58.7% |
| All | +11.5% | +61.2% | -49.7% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling