+855.4%
PODD vs FHN
+2.2%
+853.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +4.1% | +2.1% | +1.9% | +3.5% |
| 30D | +13.9% | +3.8% | +10.1% | +12.8% |
| 3M | +4.1% | -8.9% | +13.1% | +6.7% |
| 6M | +2.4% | +1.8% | +0.6% | +1.8% |
| YTD | -46.4% | +0.6% | -46.9% | -46.6% |
| 1Y | -54.2% | +12.9% | -67.1% | -55.8% |
| 3Y | -6.9% | +126.4% | -133.2% | -26.6% |
| 5Y | -51.6% | +62.3% | -113.9% | -60.8% |
| 10Y | +329.3% | +84.0% | +245.3% | +199.6% |
| All | +855.4% | +2.2% | +853.2% | +506.8% |
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