+176.6%
P vs FHN
+114.0%
+62.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | -23.8% | -1.0% | -22.8% | -23.4% |
| 30D | -36.6% | +0.2% | -36.8% | -36.7% |
| 3M | +10.9% | -9.0% | +19.9% | +15.8% |
| 6M | +30.0% | -6.8% | +36.8% | +33.8% |
| YTD | +44.4% | -1.5% | +45.9% | +44.5% |
| 1Y | +3.9% | +10.9% | -7.0% | -2.1% |
| 3Y | +176.6% | +119.4% | +57.2% | +90.3% |
| All | +176.6% | +114.0% | +62.6% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling