+715.5%
NYT vs FHN
+1,810.5%
-1,095.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | +4.5% | -2.6% | +7.1% | +5.2% |
| 3M | -8.5% | +0.8% | -9.4% | -8.9% |
| 6M | -15.1% | +9.2% | -24.3% | -17.5% |
| YTD | -3.3% | +5.1% | -8.4% | -5.2% |
| 1Y | +17.0% | +12.2% | +4.8% | +12.1% |
| 3Y | +55.7% | +132.4% | -76.8% | +17.4% |
| 5Y | +38.9% | +91.1% | -52.2% | +3.8% |
| 10Y | +485.3% | +128.5% | +356.8% | +270.6% |
| All | +715.5% | +1,810.5% | -1,095.0% | +193.2% |
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 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