+47.6%
ON vs FHN
+11.9%
+35.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.9% |
| 7D | +12.2% | +2.1% | +10.1% | +11.0% |
| 30D | -3.1% | +3.8% | -6.9% | -4.9% |
| 3M | -12.9% | -8.9% | -3.9% | -8.6% |
| 6M | -38.6% | +1.8% | -40.4% | -39.6% |
| YTD | +31.2% | +0.6% | +30.6% | +25.2% |
| 1Y | +47.6% | +12.9% | +34.7% | +32.4% |
| All | +47.6% | +11.9% | +35.8% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling