+422.1%
PWR vs FHN
+60.0%
+362.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +19.1% | +1.3% | +17.8% | +18.8% |
| 30D | -12.0% | +2.8% | -14.8% | -12.6% |
| 3M | -10.6% | -8.9% | -1.7% | -8.7% |
| 6M | -20.8% | -0.7% | -20.1% | -20.9% |
| YTD | +43.7% | +0.1% | +43.7% | +43.3% |
| 1Y | +35.0% | +10.4% | +24.6% | +31.5% |
| 3Y | +249.4% | +128.8% | +120.6% | +195.3% |
| 5Y | +422.1% | +61.5% | +360.6% | +346.6% |
| All | +422.1% | +60.0% | +362.1% | +346.6% |
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