-48.3%
NIO vs FHN
+73.2%
-121.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | +6.9% | -0.5% | +7.4% | +7.1% |
| 30D | -4.7% | +1.9% | -6.7% | -5.3% |
| 3M | -28.1% | -6.9% | -21.1% | -26.7% |
| 6M | -41.7% | -3.1% | -38.6% | -41.5% |
| YTD | -33.1% | +0.6% | -33.7% | -33.9% |
| 1Y | -50.3% | +12.4% | -62.6% | -52.6% |
| 3Y | -54.4% | +133.7% | -188.1% | -66.5% |
| 5Y | -91.6% | +61.4% | -153.0% | -93.4% |
| All | -48.3% | +73.2% | -121.5% | -78.6% |
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