+21.1%
NSC vs FHN
+13.8%
+7.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -1.5% | +2.7% | -4.2% | -2.1% |
| 30D | -1.9% | -3.1% | +1.2% | -1.4% |
| 3M | +6.2% | +2.3% | +3.9% | +5.4% |
| 6M | +9.2% | +9.7% | -0.6% | +6.7% |
| YTD | +15.0% | +4.7% | +10.3% | +13.1% |
| 1Y | +21.1% | +13.8% | +7.3% | +19.0% |
| All | +21.1% | +13.8% | +7.3% | +19.0% |
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