+5,387.7%
O vs FHN
+484.1%
+4,903.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | -1.9% | -4.7% | +2.8% | -0.6% |
| 3M | +3.8% | +3.5% | +0.3% | +2.7% |
| 6M | -4.7% | +7.8% | -12.6% | -7.1% |
| YTD | +12.5% | +5.9% | +6.6% | +10.1% |
| 1Y | +10.8% | +12.5% | -1.6% | +6.0% |
| 3Y | +28.8% | +117.2% | -88.4% | -2.4% |
| 5Y | +13.2% | +86.5% | -73.3% | -17.0% |
| 10Y | +53.5% | +125.7% | -72.3% | -3.3% |
| All | +5,387.7% | +484.1% | +4,903.6% | +2,529.8% |
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