-8.4%
POET vs FHN
+87.6%
-96.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.3% |
| 7D | +3.7% | -0.8% | +4.5% | +4.0% |
| 30D | -11.5% | -2.6% | -8.9% | -10.6% |
| 3M | -30.8% | +0.8% | -31.6% | -31.3% |
| 6M | +8.6% | +9.2% | -0.7% | +3.2% |
| YTD | +20.1% | +5.1% | +14.9% | +16.4% |
| 1Y | +35.7% | +12.2% | +23.5% | +29.0% |
| 3Y | +116.5% | +132.4% | -15.9% | +60.4% |
| 5Y | -8.4% | +91.1% | -99.5% | -32.0% |
| All | -8.4% | +87.6% | -96.1% | -32.0% |
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