-75.5%
NKE vs FHN
+87.6%
-163.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | -10.4% | -2.6% | -7.8% | -10.1% |
| 3M | -15.8% | +0.8% | -16.7% | -16.0% |
| 6M | -33.4% | +9.2% | -42.6% | -34.5% |
| YTD | -41.0% | +5.1% | -46.1% | -41.6% |
| 1Y | -49.1% | +12.2% | -61.3% | -50.2% |
| 3Y | -59.8% | +132.4% | -192.2% | -64.5% |
| 5Y | -75.5% | +91.1% | -166.6% | -78.1% |
| All | -75.5% | +87.6% | -163.1% | -78.1% |
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