+102.8%
NOK vs FHN
+87.6%
+15.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +8.7% | -0.8% | +9.5% | +8.8% |
| 30D | +12.5% | -2.6% | +15.1% | +13.0% |
| 3M | -20.7% | +0.8% | -21.6% | -20.8% |
| 6M | +36.2% | +9.2% | +26.9% | +34.3% |
| YTD | +64.1% | +5.1% | +59.0% | +62.7% |
| 1Y | +132.4% | +12.2% | +120.2% | +127.6% |
| 3Y | +182.9% | +132.4% | +50.4% | +148.2% |
| 5Y | +102.8% | +91.1% | +11.7% | +75.8% |
| All | +102.8% | +87.6% | +15.2% | +75.8% |
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