+209.9%
ON vs FHN
+180.6%
+29.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +1.2% | +1.3% | +1.9% |
| 30D | -3.3% | -4.7% | +1.4% | -1.3% |
| 3M | -43.6% | +3.5% | -47.1% | -44.6% |
| 6M | +19.0% | +7.8% | +11.1% | +14.9% |
| YTD | +37.4% | +5.9% | +31.5% | +33.3% |
| 1Y | +54.8% | +12.5% | +42.3% | +45.6% |
| 3Y | -25.2% | +117.2% | -142.4% | -47.8% |
| 5Y | +62.7% | +86.5% | -23.8% | +10.0% |
| 10Y | +574.3% | +125.7% | +448.6% | +299.8% |
| All | +209.9% | +180.6% | +29.4% | +12.7% |
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