+17.5%
P vs FHN
+14.6%
+2.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.4% |
| 7D | -19.4% | +2.3% | -21.6% | -19.8% |
| 30D | -22.3% | +1.6% | -23.9% | -22.7% |
| 3M | +33.2% | -8.4% | +41.6% | +36.7% |
| 6M | +53.6% | -2.3% | +55.9% | +55.3% |
| YTD | +66.8% | +1.5% | +65.3% | +65.5% |
| 1Y | +17.5% | +15.0% | +2.5% | +21.0% |
| All | +17.5% | +14.6% | +2.9% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling