+10.1%
NEE vs FHN
+90.1%
-79.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | -1.7% | -2.6% | +0.9% | -1.5% |
| 3M | -1.8% | 0.0% | -1.9% | -1.9% |
| 6M | -8.8% | +9.2% | -18.1% | -9.4% |
| YTD | +5.2% | +4.3% | +0.8% | +4.8% |
| 1Y | +21.3% | +10.8% | +10.6% | +20.2% |
| 3Y | +35.2% | +130.7% | -95.5% | +25.4% |
| 5Y | +10.1% | +87.4% | -77.2% | +5.6% |
| All | +10.1% | +90.1% | -79.9% | +5.6% |
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 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