-92.9%
NIO vs FHN
+61.2%
-154.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.1% |
| 7D | -14.5% | +2.1% | -16.6% | -14.9% |
| 30D | -15.0% | +3.8% | -18.7% | -15.8% |
| 3M | -35.6% | -8.9% | -26.6% | -34.0% |
| 6M | -55.7% | +1.8% | -57.5% | -56.1% |
| YTD | -43.1% | +0.6% | -43.7% | -43.8% |
| 1Y | -53.5% | +12.9% | -66.5% | -55.6% |
| 3Y | -59.8% | +126.4% | -186.2% | -69.6% |
| All | -92.9% | +61.2% | -154.0% | -94.4% |
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