+120.2%
NEM vs FHN
+61.2%
+59.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -6.4% | +2.1% | -8.6% | -6.5% |
| 30D | +1.4% | +3.8% | -2.4% | +1.4% |
| 3M | -0.7% | -8.9% | +8.2% | -0.6% |
| 6M | -4.5% | +1.8% | -6.3% | -4.6% |
| YTD | +14.0% | +0.6% | +13.5% | +13.9% |
| 1Y | +27.3% | +12.9% | +14.4% | +27.1% |
| 3Y | +250.5% | +126.4% | +124.1% | +255.5% |
| All | +120.2% | +61.2% | +59.0% | +118.9% |
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