+247.7%
NEM vs FHN
+134.1%
+113.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +3.9% | +2.7% | +1.2% | +3.5% |
| 30D | +12.7% | -3.1% | +15.8% | +13.1% |
| 3M | +28.7% | +2.3% | +26.3% | +27.9% |
| 6M | +9.8% | +9.7% | 0.0% | +7.9% |
| YTD | +28.1% | +4.7% | +23.4% | +26.6% |
| 1Y | +69.3% | +13.8% | +55.6% | +65.1% |
| 3Y | +247.7% | +131.6% | +116.1% | +163.0% |
| All | +247.7% | +134.1% | +113.5% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling