+118.0%
NOK vs FHN
+13.2%
+104.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -1.8% | +1.2% | -2.9% | -1.9% |
| 30D | +4.7% | -4.7% | +9.4% | +5.4% |
| 3M | -39.7% | +3.5% | -43.2% | -39.6% |
| 6M | +23.1% | +7.8% | +15.2% | +22.5% |
| YTD | +55.0% | +5.9% | +49.1% | +54.7% |
| 1Y | +118.0% | +12.5% | +105.6% | +116.5% |
| All | +118.0% | +13.2% | +104.9% | +116.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling