+1,575.9%
NRG vs FHN
+7.0%
+1,568.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +9.3% | +2.7% | +6.6% | +8.5% |
| 30D | +1.3% | -3.1% | +4.4% | +2.1% |
| 3M | -6.0% | +2.3% | -8.3% | -6.8% |
| 6M | -22.0% | +9.7% | -31.7% | -24.0% |
| YTD | -24.1% | +4.7% | -28.9% | -25.3% |
| 1Y | -18.0% | +13.8% | -31.8% | -21.4% |
| 3Y | +220.0% | +131.6% | +88.5% | +152.4% |
| 5Y | +201.1% | +91.1% | +110.0% | +137.0% |
| 10Y | +1,085.1% | +126.6% | +958.5% | +723.4% |
| All | +1,575.9% | +7.0% | +1,568.9% | +1,056.2% |
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