+1,578.5%
NOK vs FHN
+496.1%
+1,082.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -1.8% | +1.2% | -2.9% | -2.1% |
| 30D | +4.7% | -4.7% | +9.4% | +6.3% |
| 3M | -39.7% | +3.5% | -43.2% | -40.3% |
| 6M | +23.1% | +7.8% | +15.2% | +20.0% |
| YTD | +55.0% | +5.9% | +49.1% | +51.7% |
| 1Y | +118.0% | +12.5% | +105.6% | +108.1% |
| 3Y | +170.5% | +117.2% | +53.3% | +103.5% |
| 5Y | +84.9% | +86.5% | -1.7% | +35.7% |
| 10Y | +112.0% | +125.7% | -13.7% | +28.8% |
| All | +1,578.5% | +496.1% | +1,082.5% | +401.9% |
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