+78.9%
NSC vs FHN
+132.7%
-53.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.5% | +1.2% | -6.7% | -5.9% |
| 30D | -3.2% | -4.7% | +1.5% | -1.7% |
| 3M | +7.7% | +3.5% | +4.1% | +6.2% |
| 6M | +4.5% | +7.8% | -3.3% | +1.5% |
| YTD | +15.6% | +5.9% | +9.7% | +12.6% |
| 1Y | +19.8% | +12.5% | +7.4% | +13.7% |
| All | +78.9% | +132.7% | -53.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling