+998.5%
PAAS vs FHN
+422.2%
+576.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +8.4% | -1.0% | +9.4% | +8.5% |
| 30D | -7.2% | +0.2% | -7.4% | -7.2% |
| 3M | -14.0% | -9.0% | -5.0% | -13.3% |
| 6M | -26.8% | -6.8% | -19.9% | -26.4% |
| YTD | -19.8% | -1.5% | -18.3% | -19.8% |
| 1Y | +22.8% | +10.9% | +11.9% | +21.6% |
| 3Y | +183.6% | +119.4% | +64.3% | +162.8% |
| 5Y | +73.8% | +57.5% | +16.3% | +62.1% |
| 10Y | +185.6% | +114.1% | +71.4% | +149.3% |
| All | +998.5% | +422.2% | +576.3% | +1,173.7% |
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