-42.4%
NIO vs FHN
+82.3%
-124.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -13.0% | +1.2% | -14.2% | -13.4% |
| 30D | -18.3% | -4.7% | -13.6% | -17.2% |
| 3M | -33.2% | +3.5% | -36.8% | -34.1% |
| 6M | -21.5% | +7.8% | -29.3% | -23.7% |
| YTD | -25.5% | +5.9% | -31.4% | -27.4% |
| 1Y | -38.0% | +12.5% | -50.5% | -41.0% |
| 3Y | -65.5% | +117.2% | -182.7% | -74.0% |
| 5Y | -90.6% | +86.5% | -177.1% | -92.9% |
| All | -42.4% | +82.3% | -124.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling