+193.4%
NI vs FHN
+81.8%
+111.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +4.3% | +2.1% | +2.2% | +3.9% |
| 30D | +12.4% | +3.8% | +8.6% | +11.7% |
| 3M | +10.2% | -8.9% | +19.1% | +11.8% |
| 6M | -0.8% | +1.8% | -2.6% | -1.2% |
| YTD | +13.2% | +0.6% | +12.7% | +12.8% |
| 1Y | +10.1% | +12.9% | -2.9% | +7.5% |
| 3Y | +103.1% | +126.4% | -23.3% | +73.4% |
| 5Y | +115.5% | +62.3% | +53.2% | +86.9% |
| All | +193.4% | +81.8% | +111.6% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling