+283.2%
PSX vs FHN
+63.2%
+220.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.8% | +2.4% |
| 7D | -8.0% | -0.5% | -7.5% | -7.9% |
| 30D | -9.0% | +1.9% | -11.0% | -9.5% |
| 3M | +24.7% | -6.9% | +31.7% | +26.9% |
| 6M | +49.3% | -3.1% | +52.4% | +50.1% |
| YTD | +100.2% | +0.6% | +99.6% | +98.5% |
| 1Y | +88.8% | +12.4% | +76.5% | +81.6% |
| 3Y | +152.5% | +133.7% | +18.8% | +106.1% |
| 5Y | +283.2% | +61.4% | +221.8% | +210.7% |
| All | +283.2% | +63.2% | +220.0% | +210.7% |
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