-16.9%
POET vs FHN
+396.2%
-413.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.1% |
| 7D | +17.0% | +2.7% | +14.4% | +16.5% |
| 30D | -6.7% | -3.1% | -3.6% | -6.2% |
| 3M | -32.3% | +2.3% | -34.7% | -32.7% |
| 6M | +32.3% | +9.7% | +22.6% | +29.7% |
| YTD | +31.3% | +4.7% | +26.5% | +29.9% |
| 1Y | +55.3% | +13.8% | +41.6% | +52.1% |
| 3Y | +136.8% | +131.6% | +5.2% | +108.5% |
| 5Y | -2.2% | +91.1% | -93.4% | -12.6% |
| 10Y | +34.0% | +126.6% | -92.6% | +13.2% |
| All | -16.9% | +396.2% | -413.1% | -34.1% |
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