-6.4%
NU vs FHN
+10.7%
-17.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | -4.9% | -1.9% | -3.0% | -4.1% |
| 30D | +7.8% | -5.4% | +13.3% | +10.4% |
| 3M | +20.9% | -1.4% | +22.3% | +21.4% |
| 6M | +0.9% | +9.9% | -9.0% | -3.3% |
| YTD | -12.7% | +3.9% | -16.5% | -14.5% |
| 1Y | -6.4% | +10.6% | -17.0% | -11.2% |
| All | -6.4% | +10.7% | -17.1% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling