+41.5%
NU vs FHN
+72.8%
-31.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | -4.9% | -1.9% | -3.0% | -4.4% |
| 30D | +7.8% | -5.4% | +13.3% | +9.5% |
| 3M | +20.9% | -1.4% | +22.3% | +21.3% |
| 6M | +0.9% | +9.9% | -9.0% | -1.7% |
| YTD | -12.7% | +3.9% | -16.5% | -13.6% |
| 1Y | -6.4% | +10.6% | -17.0% | -9.2% |
| 3Y | +98.1% | +130.7% | -32.6% | +65.2% |
| All | +41.5% | +72.8% | -31.2% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling