-17.5%
PINS vs FHN
+116.1%
-133.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -5.2% | +2.7% | -7.9% | -6.1% |
| 30D | -14.9% | -3.1% | -11.8% | -14.1% |
| 3M | -8.4% | +2.3% | -10.8% | -9.4% |
| 6M | +0.6% | +9.7% | -9.1% | -2.9% |
| YTD | -22.2% | +4.7% | -26.9% | -24.0% |
| 1Y | -46.9% | +13.8% | -60.7% | -49.8% |
| 3Y | -26.9% | +131.6% | -158.5% | -46.1% |
| 5Y | -63.0% | +91.1% | -154.1% | -72.7% |
| All | -17.5% | +116.1% | -133.6% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling