+53,560.1%
ORLY vs FHN
+517.4%
+53,042.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | -6.7% | -2.6% | -4.1% | -6.2% |
| 3M | -3.8% | 0.0% | -3.8% | -3.8% |
| 6M | -9.0% | +9.2% | -18.3% | -10.8% |
| YTD | -5.6% | +4.3% | -10.0% | -6.8% |
| 1Y | -19.5% | +10.8% | -30.2% | -21.7% |
| 3Y | +34.7% | +130.7% | -96.0% | +9.0% |
| 5Y | +118.0% | +87.4% | +30.7% | +75.5% |
| 10Y | +364.1% | +126.9% | +237.2% | +232.6% |
| All | +53,560.1% | +517.4% | +53,042.7% | +29,984.0% |
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