+10.1%
NI vs FHN
+11.9%
-1.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +4.3% | +2.1% | +2.2% | +4.0% |
| 30D | +12.4% | +3.8% | +8.6% | +12.0% |
| 3M | +10.2% | -8.9% | +19.1% | +10.8% |
| 6M | -0.8% | +1.8% | -2.6% | -0.6% |
| YTD | +13.2% | +0.6% | +12.7% | +13.5% |
| 1Y | +10.1% | +12.9% | -2.9% | +11.9% |
| All | +10.1% | +11.9% | -1.8% | +11.9% |
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