+103.0%
PSX vs FHN
+13.3%
+89.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +21.6% | -2.6% | +24.2% | +21.8% |
| 3M | +46.5% | 0.0% | +46.4% | +46.3% |
| 6M | +62.0% | +9.2% | +52.8% | +59.9% |
| YTD | +106.3% | +4.3% | +102.0% | +105.3% |
| 1Y | +103.0% | +10.8% | +92.2% | +101.8% |
| All | +103.0% | +13.3% | +89.7% | +101.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling