+824.1%
PODD vs FHN
+7.6%
+816.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | +10.7% | -4.7% | +15.4% | +11.9% |
| 3M | +0.7% | +3.5% | -2.8% | -0.3% |
| 6M | -39.3% | +7.8% | -47.1% | -40.6% |
| YTD | -48.1% | +5.9% | -54.0% | -49.1% |
| 1Y | -57.4% | +12.5% | -69.9% | -59.0% |
| 3Y | -23.3% | +117.2% | -140.5% | -39.0% |
| 5Y | -51.3% | +86.5% | -137.8% | -62.1% |
| 10Y | +242.0% | +125.7% | +116.3% | +123.9% |
| All | +824.1% | +7.6% | +816.5% | +478.7% |
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