-51.9%
PODD vs FHN
+60.9%
-112.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | +0.9% | -5.3% | -4.5% |
| 30D | +9.4% | +2.1% | +7.4% | +9.1% |
| 3M | +3.6% | -6.0% | +9.6% | +4.7% |
| 6M | -4.0% | -2.9% | -1.0% | -3.6% |
| YTD | -47.9% | +0.7% | -48.6% | -48.1% |
| 1Y | -53.8% | +11.0% | -64.8% | -54.7% |
| 3Y | -4.5% | +130.3% | -134.8% | -14.8% |
| 5Y | -51.9% | +61.3% | -113.2% | -57.3% |
| All | -51.9% | +60.9% | -112.8% | -57.3% |
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