+47.0%
NFLX vs FHN
+129.2%
-82.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.6% |
| 7D | +2.6% | -0.5% | +3.0% | +2.6% |
| 30D | -9.0% | +1.9% | -11.0% | -9.3% |
| 3M | -13.7% | -6.9% | -6.8% | -13.0% |
| 6M | -26.9% | -3.1% | -23.8% | -26.7% |
| YTD | -31.8% | +0.6% | -32.4% | -32.2% |
| 1Y | -42.1% | +12.4% | -54.4% | -43.7% |
| 3Y | +47.0% | +133.7% | -86.7% | +33.8% |
| All | +47.0% | +129.2% | -82.2% | +33.8% |
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