+302.3%
NEM vs FHN
+128.3%
+174.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +7.8% | -4.8% | +12.6% | +8.0% |
| 3M | +30.2% | -0.7% | +30.9% | +30.2% |
| 6M | +9.6% | +10.6% | -1.0% | +9.1% |
| YTD | +27.8% | +4.6% | +23.2% | +27.4% |
| 1Y | +60.7% | +11.4% | +49.3% | +59.7% |
| 3Y | +245.3% | +132.3% | +113.0% | +233.0% |
| 5Y | +155.3% | +90.2% | +65.2% | +143.1% |
| All | +302.3% | +128.3% | +174.0% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling