+157.7%
NEM vs FHN
+90.1%
+67.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +3.1% | 0.0% | +3.0% | +3.1% |
| 30D | +10.0% | -2.6% | +12.6% | +10.0% |
| 3M | +30.9% | 0.0% | +30.9% | +30.8% |
| 6M | +10.5% | +9.2% | +1.3% | +10.3% |
| YTD | +29.7% | +4.3% | +25.4% | +29.5% |
| 1Y | +71.1% | +10.8% | +60.4% | +70.9% |
| 3Y | +252.1% | +130.7% | +121.4% | +256.3% |
| 5Y | +157.7% | +87.4% | +70.4% | +158.7% |
| All | +157.7% | +90.1% | +67.6% | +158.7% |
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 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