+10.3%
P vs FHN
+12.0%
-1.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -13.3% | +0.9% | -14.2% | -13.3% |
| 30D | -34.0% | +2.1% | -36.1% | -34.3% |
| 3M | +4.1% | -6.0% | +10.1% | +6.3% |
| 6M | +30.5% | -2.9% | +33.4% | +32.4% |
| YTD | +52.2% | +0.7% | +51.5% | +52.0% |
| 1Y | +10.3% | +11.0% | -0.7% | +14.7% |
| All | +10.3% | +12.0% | -1.7% | +14.7% |
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