+322.4%
NET vs FHN
+120.5%
+201.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -3.3% |
| 7D | -16.4% | +2.3% | -18.6% | -17.3% |
| 30D | -25.8% | +1.6% | -27.5% | -26.5% |
| 3M | -11.5% | -8.4% | -3.2% | -8.1% |
| 6M | +18.9% | -2.3% | +21.2% | +19.4% |
| YTD | +35.2% | +1.5% | +33.7% | +32.3% |
| 1Y | +14.5% | +15.0% | -0.6% | +4.9% |
| All | +322.4% | +120.5% | +201.9% | +156.6% |
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