-27.9%
PINS vs FHN
+10.6%
-38.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | -6.6% | +0.2% | -6.9% | -6.6% |
| 3M | -18.7% | -9.0% | -9.7% | -17.2% |
| 6M | -10.4% | -6.8% | -3.6% | -9.4% |
| YTD | -26.8% | -1.5% | -25.3% | -27.6% |
| 1Y | -27.9% | +10.9% | -38.8% | -34.7% |
| All | -27.9% | +10.6% | -38.5% | -34.7% |
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 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