+8.1%
ORCL vs FHN
+132.8%
-124.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | +0.9% | -7.4% | -6.7% |
| 30D | -16.6% | +2.1% | -18.6% | -17.0% |
| 3M | -21.6% | -6.0% | -15.6% | -20.5% |
| 6M | -39.4% | -2.9% | -36.4% | -39.1% |
| YTD | -38.7% | +0.7% | -39.4% | -39.3% |
| 1Y | -50.4% | +11.0% | -61.4% | -52.3% |
| 3Y | +8.1% | +130.3% | -122.2% | -13.0% |
| All | +8.1% | +132.8% | -124.7% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling