+556.1%
PBR vs FHN
+90.1%
+466.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +17.5% | -2.6% | +20.1% | +17.9% |
| 3M | +20.9% | 0.0% | +20.9% | +20.7% |
| 6M | +20.2% | +9.2% | +11.0% | +18.4% |
| YTD | +84.3% | +4.3% | +79.9% | +82.4% |
| 1Y | +77.1% | +10.8% | +66.3% | +73.4% |
| 3Y | +100.8% | +130.7% | -29.9% | +74.8% |
| 5Y | +556.1% | +87.4% | +468.8% | +419.6% |
| All | +556.1% | +90.1% | +466.0% | +419.6% |
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 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