-57.5%
NIO vs FHN
+114.0%
-171.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.3% | +6.0% |
| 7D | +5.6% | -1.0% | +6.6% | +5.9% |
| 30D | -4.2% | +0.2% | -4.5% | -4.3% |
| 3M | -26.3% | -9.0% | -17.3% | -24.8% |
| 6M | -42.5% | -6.8% | -35.7% | -41.9% |
| YTD | -33.5% | -1.5% | -32.0% | -34.0% |
| 1Y | -52.7% | +10.9% | -63.6% | -54.6% |
| 3Y | -57.5% | +119.4% | -176.8% | -71.2% |
| All | -57.5% | +114.0% | -171.5% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling