+65,302.9%
NFLX vs FHN
+31.1%
+65,271.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -4.2% | +1.2% | -5.4% | -4.5% |
| 30D | +5.5% | -4.7% | +10.2% | +6.4% |
| 3M | -4.1% | +3.5% | -7.6% | -4.9% |
| 6M | -20.7% | +7.8% | -28.5% | -22.1% |
| YTD | -16.5% | +5.9% | -22.4% | -17.9% |
| 1Y | -37.8% | +12.5% | -50.2% | -39.7% |
| 3Y | +77.9% | +117.2% | -39.3% | +48.5% |
| 5Y | +32.5% | +86.5% | -54.0% | +9.8% |
| 10Y | +703.6% | +125.7% | +577.8% | +485.3% |
| All | +65,302.9% | +31.1% | +65,271.8% | +40,418.4% |
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