+155.9%
NUE vs FHN
+88.4%
+67.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -0.6% | -1.2% | +0.6% | -0.2% |
| 30D | -4.6% | -4.8% | +0.2% | -2.9% |
| 3M | -0.3% | -0.7% | +0.4% | 0.0% |
| 6M | +51.9% | +10.6% | +41.3% | +46.8% |
| YTD | +60.0% | +4.6% | +55.4% | +57.3% |
| 1Y | +82.9% | +11.4% | +71.5% | +75.5% |
| 3Y | +66.0% | +132.3% | -66.3% | +30.5% |
| All | +155.9% | +88.4% | +67.5% | +89.6% |
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 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