+3.9%
P vs FHN
+10.6%
-6.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.6% |
| 7D | -23.8% | -1.0% | -22.8% | -23.4% |
| 30D | -36.6% | +0.2% | -36.8% | -36.5% |
| 3M | +10.9% | -9.0% | +19.9% | +14.3% |
| 6M | +30.0% | -6.8% | +36.8% | +33.7% |
| YTD | +44.4% | -1.5% | +45.9% | +45.1% |
| 1Y | +3.9% | +10.9% | -7.0% | +9.6% |
| All | +3.9% | +10.6% | -6.7% | +9.6% |
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