-90.6%
NIO vs FHN
+86.2%
-176.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -13.0% | +1.2% | -14.2% | -13.3% |
| 30D | -18.3% | -4.7% | -13.6% | -17.3% |
| 3M | -33.2% | +3.5% | -36.8% | -34.0% |
| 6M | -21.5% | +7.8% | -29.3% | -23.6% |
| YTD | -25.5% | +5.9% | -31.4% | -27.3% |
| 1Y | -38.0% | +12.5% | -50.5% | -40.8% |
| 3Y | -65.5% | +117.2% | -182.7% | -73.7% |
| All | -90.6% | +86.2% | -176.8% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling