+223.9%
PR vs FHN
+57.4%
+166.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.2% | -4.0% |
| 7D | -16.5% | -2.3% | -14.3% | -15.9% |
| 30D | -4.5% | -0.9% | -3.6% | -4.3% |
| 3M | +8.5% | -11.0% | +19.6% | +12.6% |
| 6M | -3.3% | -5.4% | +2.1% | -2.2% |
| YTD | +55.7% | -1.2% | +56.9% | +54.3% |
| 1Y | +82.0% | +10.5% | +71.5% | +72.9% |
| 3Y | +62.5% | +115.1% | -52.7% | +24.5% |
| 5Y | +223.9% | +58.1% | +165.8% | +140.0% |
| All | +223.9% | +57.4% | +166.6% | +140.0% |
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