+196.3%
P vs FHN
+131.2%
+65.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.5% |
| 7D | -4.7% | -0.9% | -3.8% | -4.1% |
| 30D | -31.4% | +2.0% | -33.5% | -32.0% |
| 3M | -2.6% | -6.8% | +4.2% | +0.6% |
| 6M | +21.9% | -0.8% | +22.7% | +22.2% |
| YTD | +58.9% | +0.6% | +58.3% | +57.5% |
| 1Y | +21.7% | +11.5% | +10.2% | +14.5% |
| All | +196.3% | +131.2% | +65.1% | +97.5% |
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