+45.4%
NU vs FHN
+74.8%
-29.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | +10.0% | -2.6% | +12.7% | +10.8% |
| 3M | +29.3% | +0.8% | +28.4% | +28.9% |
| 6M | +0.9% | +9.2% | -8.3% | -1.5% |
| YTD | -10.3% | +5.1% | -15.4% | -11.6% |
| 1Y | -3.2% | +12.2% | -15.4% | -6.5% |
| 3Y | +120.6% | +132.4% | -11.9% | +83.4% |
| All | +45.4% | +74.8% | -29.4% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling