+163.8%
ON vs FHN
+161.0%
+2.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -11.7% | -1.0% | -10.7% | -11.2% |
| 30D | -23.3% | +0.2% | -23.5% | -23.3% |
| 3M | -19.2% | -9.0% | -10.2% | -15.7% |
| 6M | -40.1% | -6.8% | -33.3% | -38.4% |
| YTD | +16.9% | -1.5% | +18.4% | +17.3% |
| 1Y | +29.7% | +10.9% | +18.8% | +23.5% |
| 3Y | -4.4% | +119.4% | -123.8% | -33.1% |
| 5Y | +7.1% | +57.5% | -50.5% | -21.7% |
| 10Y | +447.2% | +114.1% | +333.1% | +232.8% |
| All | +163.8% | +161.0% | +2.8% | -0.8% |
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