-27.3%
NRG vs FHN
+11.5%
-38.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -4.7% | -1.2% | -3.5% | -4.4% |
| 30D | -6.0% | -4.8% | -1.2% | -4.9% |
| 3M | -8.0% | -0.7% | -7.2% | -8.3% |
| 6M | -23.2% | +10.6% | -33.8% | -25.6% |
| YTD | -28.1% | +4.6% | -32.7% | -29.5% |
| 1Y | -27.3% | +11.4% | -38.6% | -28.0% |
| All | -27.3% | +11.5% | -38.8% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling