+190.0%
ON vs FHN
+166.9%
+23.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +0.9% | -5.0% | -4.3% |
| 30D | -10.2% | +2.1% | -12.3% | -10.9% |
| 3M | -12.7% | -6.0% | -6.8% | -10.2% |
| 6M | -32.5% | -2.9% | -29.6% | -31.8% |
| YTD | +28.6% | +0.7% | +27.8% | +27.8% |
| 1Y | +43.4% | +11.0% | +32.4% | +36.6% |
| 3Y | +3.3% | +130.3% | -127.0% | -29.2% |
| 5Y | +22.5% | +61.3% | -38.8% | -11.3% |
| 10Y | +535.7% | +89.6% | +446.1% | +307.1% |
| All | +190.0% | +166.9% | +23.2% | +8.0% |
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