+1,972.6%
NOW vs FHN
+296.4%
+1,676.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.0% | -1.0% | -2.0% | -2.8% |
| 30D | -26.0% | +0.2% | -26.3% | -26.2% |
| 3M | -13.1% | -9.0% | -4.1% | -11.4% |
| 6M | +14.5% | -6.8% | +21.3% | +16.0% |
| YTD | -33.4% | -1.5% | -31.9% | -33.8% |
| 1Y | -40.6% | +10.9% | -51.6% | -42.8% |
| 3Y | -16.3% | +119.4% | -135.7% | -32.3% |
| 5Y | -26.3% | +57.5% | -83.9% | -38.4% |
| 10Y | +512.7% | +114.1% | +398.6% | +301.3% |
| All | +1,972.6% | +296.4% | +1,676.1% | +1,004.5% |
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 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