+485.4%
P vs FHN
+148.3%
+337.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +6.5% | +1.2% | +5.4% | +6.1% |
| 30D | +18.8% | -4.7% | +23.5% | +20.9% |
| 3M | +26.7% | +3.5% | +23.2% | +25.1% |
| 6M | +62.2% | +7.8% | +54.4% | +57.3% |
| YTD | +48.5% | +5.9% | +42.6% | +44.9% |
| 1Y | +26.4% | +12.5% | +13.9% | +19.9% |
| 3Y | +159.4% | +117.2% | +42.2% | +92.8% |
| 5Y | +275.8% | +86.5% | +189.2% | +169.5% |
| 10Y | +732.0% | +125.7% | +606.3% | +372.6% |
| All | +485.4% | +148.3% | +337.1% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling