+149.5%
NTAP vs FHN
+132.7%
+16.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.8% | +1.2% | -1.9% | -1.2% |
| 30D | -0.5% | -4.7% | +4.2% | +1.2% |
| 3M | +4.1% | +3.5% | +0.5% | +2.8% |
| 6M | +88.0% | +7.8% | +80.1% | +82.2% |
| YTD | +75.6% | +5.9% | +69.7% | +71.1% |
| 1Y | +58.9% | +12.5% | +46.4% | +50.7% |
| All | +149.5% | +132.7% | +16.8% | +82.3% |
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