+95.6%
NTR vs FHN
+66.3%
+29.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | +3.8% | +2.7% | +1.2% | +3.0% |
| 30D | +25.2% | -3.1% | +28.3% | +26.4% |
| 3M | +21.0% | +2.3% | +18.7% | +19.8% |
| 6M | +7.6% | +9.7% | -2.1% | +3.6% |
| YTD | +32.9% | +4.7% | +28.1% | +29.5% |
| 1Y | +43.1% | +13.8% | +29.3% | +34.9% |
| 3Y | +41.6% | +131.6% | -90.0% | -1.4% |
| 5Y | +54.8% | +91.1% | -36.4% | +6.3% |
| All | +95.6% | +66.3% | +29.2% | +31.6% |
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