+1,381.0%
NET vs FHN
+85.4%
+1,295.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -2.9% |
| 7D | -16.4% | +2.3% | -18.6% | -16.7% |
| 30D | -25.8% | +1.6% | -27.5% | -26.1% |
| 3M | -11.5% | -8.4% | -3.2% | -10.3% |
| 6M | +18.9% | -2.3% | +21.2% | +19.1% |
| YTD | +35.2% | +1.5% | +33.7% | +34.4% |
| 1Y | +14.5% | +15.0% | -0.6% | +11.3% |
| 3Y | +313.8% | +120.9% | +192.9% | +270.0% |
| 5Y | +32.6% | +64.0% | -31.5% | +22.0% |
| All | +1,381.0% | +85.4% | +1,295.6% | +1,510.3% |
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