+72.9%
PBR vs FHN
+14.6%
+58.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.6% | -6.7% |
| 7D | -11.0% | +2.3% | -13.3% | -10.6% |
| 30D | -18.8% | +1.6% | -20.4% | -18.5% |
| 3M | +7.8% | -8.4% | +16.2% | +6.7% |
| 6M | -7.6% | -2.3% | -5.3% | -7.9% |
| YTD | +72.7% | +1.5% | +71.2% | +72.0% |
| 1Y | +72.9% | +15.0% | +57.9% | +72.1% |
| All | +72.9% | +14.6% | +58.4% | +72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling