+33,471.1%
ORCL vs FHN
+1,824.4%
+31,646.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | +10.0% | -4.7% | +14.7% | +11.3% |
| 3M | -32.6% | +3.5% | -36.1% | -33.3% |
| 6M | +4.9% | +7.8% | -2.9% | +2.6% |
| YTD | -17.8% | +5.9% | -23.6% | -19.4% |
| 1Y | -28.0% | +12.5% | -40.5% | -30.9% |
| 3Y | +36.0% | +117.2% | -81.2% | +8.5% |
| 5Y | +88.7% | +86.5% | +2.2% | +47.4% |
| 10Y | +346.9% | +125.7% | +221.2% | +200.8% |
| All | +33,471.1% | +1,824.4% | +31,646.7% | +7,404.4% |
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 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