+17.7%
NXPI vs FHN
+88.9%
-71.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | +0.7% | +2.7% | -2.0% | -0.1% |
| 30D | -6.6% | -3.1% | -3.5% | -5.8% |
| 3M | -25.4% | +2.3% | -27.8% | -26.1% |
| 6M | +11.9% | +9.7% | +2.2% | +8.7% |
| YTD | +4.0% | +4.7% | -0.7% | +2.1% |
| 1Y | +1.0% | +13.8% | -12.7% | -3.4% |
| 3Y | +16.3% | +131.6% | -115.2% | -4.5% |
| 5Y | +17.7% | +91.1% | -73.4% | -6.2% |
| All | +17.7% | +88.9% | -71.2% | -6.2% |
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 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