+409.6%
NEM vs FHN
+1,728.2%
-1,318.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -0.7% | -8.9% | +8.2% | -0.4% |
| 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% | +26.6% |
| 3Y | +250.5% | +126.4% | +124.1% | +239.0% |
| 5Y | +121.1% | +62.3% | +58.8% | +114.2% |
| 10Y | +358.3% | +84.0% | +274.3% | +333.1% |
| All | +409.6% | +1,728.2% | -1,318.6% | +432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling