+7,238.0%
NEE vs FHN
+1,824.4%
+5,413.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.9% | +1.2% | +0.8% | +1.8% |
| 30D | -2.2% | -4.7% | +2.5% | -1.5% |
| 3M | -1.2% | +3.5% | -4.7% | -1.7% |
| 6M | -8.6% | +7.8% | -16.4% | -9.6% |
| YTD | +6.2% | +5.9% | +0.3% | +5.1% |
| 1Y | +21.1% | +12.5% | +8.6% | +18.7% |
| 3Y | +36.4% | +117.2% | -80.8% | +20.5% |
| 5Y | +11.4% | +86.5% | -75.2% | -2.4% |
| 10Y | +250.0% | +125.7% | +124.3% | +181.5% |
| All | +7,238.0% | +1,824.4% | +5,413.5% | +4,055.7% |
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