+23,761.0%
PH vs FHN
+1,824.4%
+21,936.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.1% | +1.2% | -4.2% | -3.4% |
| 30D | -3.2% | -4.7% | +1.5% | -1.8% |
| 3M | +10.6% | +3.5% | +7.0% | +9.2% |
| 6M | -2.1% | +7.8% | -10.0% | -4.6% |
| YTD | +10.2% | +5.9% | +4.3% | +7.8% |
| 1Y | +28.2% | +12.5% | +15.7% | +22.5% |
| 3Y | +134.9% | +117.2% | +17.7% | +79.0% |
| 5Y | +253.6% | +86.5% | +167.1% | +165.0% |
| 10Y | +804.7% | +125.7% | +679.0% | +514.1% |
| All | +23,761.0% | +1,824.4% | +21,936.6% | +8,034.8% |
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