+469.1%
P vs FHN
+130.9%
+338.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | -23.8% | -1.0% | -22.8% | -23.5% |
| 30D | -36.6% | +0.2% | -36.8% | -36.7% |
| 3M | +10.9% | -9.0% | +19.9% | +14.7% |
| 6M | +30.0% | -6.8% | +36.8% | +33.0% |
| YTD | +44.4% | -1.5% | +45.9% | +44.6% |
| 1Y | +3.9% | +10.9% | -7.0% | -0.6% |
| 3Y | +176.6% | +119.4% | +57.2% | +105.7% |
| 5Y | +249.3% | +57.5% | +191.7% | +168.5% |
| 10Y | +726.9% | +114.1% | +612.8% | +377.8% |
| All | +469.1% | +130.9% | +338.2% | +217.9% |
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