+1,065.2%
NRG vs FHN
+128.3%
+936.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -6.0% | -4.8% | -1.2% | -4.6% |
| 3M | -8.0% | -0.7% | -7.2% | -8.0% |
| 6M | -23.2% | +10.6% | -33.8% | -25.7% |
| YTD | -28.1% | +4.6% | -32.7% | -29.3% |
| 1Y | -27.3% | +11.4% | -38.6% | -30.2% |
| 3Y | +208.7% | +132.3% | +76.4% | +136.8% |
| 5Y | +197.7% | +90.2% | +107.5% | +126.4% |
| All | +1,065.2% | +128.3% | +936.8% | +556.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling