+14,317.4%
NUE vs FHN
+1,824.4%
+12,493.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +4.2% | +1.2% | +3.0% | +3.8% |
| 30D | -5.0% | -4.7% | -0.3% | -3.3% |
| 3M | -0.2% | +3.5% | -3.8% | -1.4% |
| 6M | +49.1% | +7.8% | +41.3% | +45.2% |
| YTD | +61.0% | +5.9% | +55.1% | +57.5% |
| 1Y | +82.5% | +12.5% | +70.1% | +74.0% |
| 3Y | +57.9% | +117.2% | -59.3% | +18.0% |
| 5Y | +146.6% | +86.5% | +60.0% | +81.6% |
| 10Y | +561.6% | +125.7% | +435.9% | +336.6% |
| All | +14,317.4% | +1,824.4% | +12,493.0% | +4,276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling