-25.1%
NOW vs FHN
+61.2%
-86.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +0.3% | +2.1% | -1.9% | -0.1% |
| 30D | -27.0% | +3.8% | -30.7% | -27.5% |
| 3M | -19.6% | -8.9% | -10.7% | -18.3% |
| 6M | +17.5% | +1.8% | +15.6% | +16.6% |
| YTD | -33.3% | +0.6% | -33.8% | -33.9% |
| 1Y | -39.8% | +12.9% | -52.8% | -42.0% |
| 3Y | -19.9% | +126.4% | -146.3% | -31.4% |
| All | -25.1% | +61.2% | -86.3% | -32.6% |
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