+6,112.4%
NKE vs FHN
+1,803.6%
+4,308.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.1% | +2.7% | -2.7% | -0.7% |
| 30D | -7.7% | -3.1% | -4.6% | -7.0% |
| 3M | -10.9% | +2.3% | -13.3% | -11.5% |
| 6M | -31.9% | +9.7% | -41.6% | -33.5% |
| YTD | -38.6% | +4.7% | -43.3% | -39.4% |
| 1Y | -46.9% | +13.8% | -60.7% | -48.8% |
| 3Y | -58.2% | +131.6% | -189.7% | -66.5% |
| 5Y | -74.0% | +91.1% | -165.2% | -79.3% |
| 10Y | -21.6% | +126.6% | -148.2% | -44.0% |
| All | +6,112.4% | +1,803.6% | +4,308.8% | +1,653.2% |
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 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