+5,605.4%
NSC vs FHN
+1,824.4%
+3,781.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | +7.7% | +3.5% | +4.1% | +6.4% |
| 6M | +4.5% | +7.8% | -3.3% | +1.9% |
| YTD | +15.6% | +5.9% | +9.7% | +13.1% |
| 1Y | +19.8% | +12.5% | +7.4% | +14.7% |
| 3Y | +70.1% | +117.2% | -47.1% | +31.7% |
| 5Y | +46.1% | +86.5% | -40.4% | +10.2% |
| 10Y | +328.1% | +125.7% | +202.4% | +186.2% |
| All | +5,605.4% | +1,824.4% | +3,781.0% | +1,809.7% |
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