+249.0%
NEM vs FHN
+130.0%
+118.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -5.9% | +1.3% | -7.2% | -6.1% |
| 30D | -2.6% | +2.8% | -5.4% | -2.9% |
| 3M | -4.2% | -8.9% | +4.7% | -3.2% |
| 6M | -5.5% | -0.7% | -4.8% | -5.6% |
| YTD | +13.5% | +0.1% | +13.5% | +12.9% |
| 1Y | +22.2% | +10.4% | +11.8% | +20.2% |
| All | +249.0% | +130.0% | +118.9% | +172.6% |
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 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