-42.6%
NIO vs FHN
+80.3%
-122.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -6.7% | +2.7% | -9.3% | -7.4% |
| 30D | -20.0% | -3.1% | -16.9% | -19.4% |
| 3M | -30.5% | +2.3% | -32.8% | -31.2% |
| 6M | -20.7% | +9.7% | -30.4% | -23.4% |
| YTD | -25.7% | +4.7% | -30.4% | -27.3% |
| 1Y | -38.6% | +13.8% | -52.3% | -41.7% |
| 3Y | -62.3% | +131.6% | -193.8% | -72.2% |
| 5Y | -90.1% | +91.1% | -181.2% | -92.6% |
| All | -42.6% | +80.3% | -122.9% | -76.5% |
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