+1,449.6%
NET vs FHN
+93.4%
+1,356.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -7.0% | +1.2% | -8.2% | -7.2% |
| 30D | -4.8% | -4.7% | -0.1% | -4.0% |
| 3M | +3.8% | +3.5% | +0.3% | +3.2% |
| 6M | +50.0% | +7.8% | +42.2% | +47.8% |
| YTD | +41.5% | +5.9% | +35.6% | +39.7% |
| 1Y | +32.8% | +12.5% | +20.4% | +29.6% |
| 3Y | +335.9% | +117.2% | +218.7% | +289.1% |
| 5Y | +113.8% | +86.5% | +27.3% | +95.4% |
| All | +1,449.6% | +93.4% | +1,356.2% | +1,573.9% |
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 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