+5,602.3%
NSC vs FHN
+1,730.5%
+3,871.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | +3.6% | +2.1% | +1.5% | +3.0% |
| 3M | -1.4% | -6.0% | +4.6% | +0.3% |
| 6M | +6.0% | -2.9% | +8.9% | +6.7% |
| YTD | +15.5% | +0.7% | +14.8% | +14.8% |
| 1Y | +16.2% | +11.0% | +5.2% | +12.1% |
| 3Y | +76.9% | +130.3% | -53.3% | +34.9% |
| 5Y | +29.3% | +61.3% | -32.0% | +2.2% |
| 10Y | +298.3% | +89.6% | +208.7% | +180.4% |
| All | +5,602.3% | +1,730.5% | +3,871.8% | +1,837.1% |
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