-81.1%
PYPL vs FHN
+88.9%
-170.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.9% |
| 7D | +1.7% | +2.7% | -0.9% | +1.0% |
| 30D | -9.7% | -3.1% | -6.6% | -9.0% |
| 3M | +29.2% | +2.3% | +26.9% | +28.0% |
| 6M | +13.9% | +9.7% | +4.1% | +10.4% |
| YTD | -8.1% | +4.7% | -12.8% | -10.3% |
| 1Y | -21.4% | +13.8% | -35.1% | -25.3% |
| 3Y | -11.8% | +131.6% | -143.4% | -30.2% |
| 5Y | -81.1% | +91.1% | -172.3% | -85.3% |
| All | -81.1% | +88.9% | -170.1% | -85.3% |
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