-16.4%
PINS vs FHN
+118.5%
-134.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -12.0% | +1.2% | -13.2% | -12.4% |
| 30D | -12.7% | -4.7% | -8.0% | -11.3% |
| 3M | -5.5% | +3.5% | -9.1% | -6.9% |
| 6M | +5.3% | +7.8% | -2.6% | +2.1% |
| YTD | -21.2% | +5.9% | -27.1% | -23.3% |
| 1Y | -45.0% | +12.5% | -57.5% | -47.8% |
| 3Y | -26.2% | +117.2% | -143.4% | -44.5% |
| 5Y | -64.0% | +86.5% | -150.5% | -73.2% |
| All | -16.4% | +118.5% | -134.9% | -46.7% |
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 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