+137.1%
PSX vs FHN
+132.7%
+4.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +4.5% | +1.2% | +3.4% | +4.1% |
| 30D | +26.6% | -4.7% | +31.3% | +28.6% |
| 3M | +39.3% | +3.5% | +35.7% | +37.2% |
| 6M | +56.8% | +7.8% | +49.0% | +51.5% |
| YTD | +101.8% | +5.9% | +95.9% | +95.8% |
| 1Y | +99.6% | +12.5% | +87.1% | +88.1% |
| All | +137.1% | +132.7% | +4.4% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling