+49.2%
PAAS vs FHN
+60.0%
-10.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -7.0% | +1.3% | -8.3% | -7.1% |
| 30D | -15.3% | +2.8% | -18.1% | -15.4% |
| 3M | -27.7% | -8.9% | -18.8% | -27.3% |
| 6M | -40.5% | -0.7% | -39.8% | -40.5% |
| YTD | -26.5% | +0.1% | -26.6% | -26.6% |
| 1Y | -0.8% | +10.4% | -11.2% | -1.5% |
| 3Y | +196.9% | +128.8% | +68.1% | +187.0% |
| 5Y | +49.2% | +61.5% | -12.3% | +37.4% |
| All | +49.2% | +60.0% | -10.8% | +37.4% |
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