-53.0%
PODD vs FHN
+88.9%
-141.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.4% |
| 7D | -4.1% | +2.7% | -6.8% | -4.5% |
| 30D | +0.8% | -3.1% | +3.9% | +1.2% |
| 3M | -6.1% | +2.3% | -8.4% | -6.5% |
| 6M | -40.0% | +9.7% | -49.7% | -40.9% |
| YTD | -49.9% | +4.7% | -54.7% | -50.4% |
| 1Y | -59.3% | +13.8% | -73.1% | -60.3% |
| 3Y | -17.2% | +131.6% | -148.8% | -26.4% |
| 5Y | -53.0% | +91.1% | -144.1% | -58.2% |
| All | -53.0% | +88.9% | -141.9% | -58.2% |
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 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