+1,818.3%
NXPI vs FHN
+227.6%
+1,590.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +3.9% | -1.2% | +5.1% | +4.4% |
| 30D | +1.4% | -4.8% | +6.2% | +3.7% |
| 3M | -21.5% | -0.7% | -20.8% | -21.5% |
| 6M | +19.4% | +10.6% | +8.8% | +13.5% |
| YTD | +9.9% | +4.6% | +5.3% | +6.8% |
| 1Y | +7.9% | +11.4% | -3.5% | +1.3% |
| 3Y | +22.7% | +132.3% | -109.6% | -19.8% |
| 5Y | +22.1% | +90.2% | -68.1% | -23.2% |
| 10Y | +229.9% | +127.4% | +102.5% | +58.5% |
| All | +1,818.3% | +227.6% | +1,590.7% | +518.3% |
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