-37.8%
NFLX vs FHN
+13.2%
-50.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.4% |
| 7D | -4.2% | +1.2% | -5.4% | -4.2% |
| 30D | +5.5% | -4.7% | +10.2% | +5.0% |
| 3M | -4.1% | +3.5% | -7.6% | -3.9% |
| 6M | -20.7% | +7.8% | -28.5% | -20.6% |
| YTD | -16.5% | +5.9% | -22.4% | -16.7% |
| 1Y | -37.8% | +12.5% | -50.2% | -38.6% |
| All | -37.8% | +13.2% | -50.9% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling