+140.9%
NOK vs FHN
+10.7%
+130.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.0% |
| 7D | +11.0% | -1.9% | +12.9% | +11.2% |
| 30D | +7.8% | -5.4% | +13.3% | +8.8% |
| 3M | -21.0% | -1.4% | -19.6% | -20.6% |
| 6M | +40.9% | +9.9% | +31.0% | +40.5% |
| YTD | +72.0% | +3.9% | +68.1% | +72.1% |
| 1Y | +140.9% | +10.6% | +130.3% | +140.2% |
| All | +140.9% | +10.7% | +130.2% | +140.2% |
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 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