+87.8%
NUE vs FHN
+14.6%
+73.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.9% |
| 7D | -1.4% | +2.3% | -3.7% | -2.5% |
| 30D | +6.6% | +1.6% | +4.9% | +5.7% |
| 3M | -2.0% | -8.4% | +6.4% | +2.4% |
| 6M | +19.2% | -2.3% | +21.5% | +20.8% |
| YTD | +65.6% | +1.5% | +64.1% | +63.1% |
| 1Y | +87.8% | +15.0% | +72.8% | +77.8% |
| All | +87.8% | +14.6% | +73.3% | +77.8% |
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