+10.2%
ORCL vs FHN
+114.0%
-103.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -11.2% | -1.0% | -10.2% | -11.0% |
| 30D | -18.8% | +0.2% | -19.0% | -19.0% |
| 3M | -18.8% | -9.0% | -9.8% | -17.0% |
| 6M | -39.7% | -6.8% | -32.9% | -38.9% |
| YTD | -39.6% | -1.5% | -38.1% | -40.0% |
| 1Y | -51.7% | +10.9% | -62.7% | -53.6% |
| 3Y | +10.2% | +119.4% | -109.1% | -8.4% |
| All | +10.2% | +114.0% | -103.8% | -8.4% |
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 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