+290.4%
P vs FHN
+60.0%
+230.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +17.8% | +1.3% | +16.6% | +17.5% |
| 30D | -29.9% | +2.8% | -32.7% | -30.4% |
| 3M | -1.2% | -8.9% | +7.8% | +1.4% |
| 6M | +32.1% | -0.7% | +32.8% | +32.3% |
| YTD | +64.3% | +0.1% | +64.2% | +63.9% |
| 1Y | +24.3% | +10.4% | +13.9% | +20.6% |
| 3Y | +203.2% | +128.8% | +74.4% | +156.6% |
| 5Y | +290.4% | +61.5% | +229.0% | +243.0% |
| All | +290.4% | +60.0% | +230.4% | +243.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling