+188.8%
NRG vs FHN
+89.3%
+99.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.4% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -6.8% | -2.6% | -4.2% | -6.2% |
| 3M | -7.1% | +0.8% | -8.0% | -7.6% |
| 6M | -27.6% | +9.2% | -36.8% | -29.4% |
| YTD | -29.2% | +5.1% | -34.3% | -30.4% |
| 1Y | -29.9% | +12.2% | -42.1% | -32.5% |
| 3Y | +198.7% | +132.4% | +66.2% | +148.4% |
| All | +188.8% | +89.3% | +99.4% | +142.3% |
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