+51.4%
PYPL vs FHN
+131.9%
-80.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | -4.9% | -4.7% | -0.2% | -3.8% |
| 3M | +28.9% | +3.5% | +25.3% | +27.4% |
| 6M | +18.2% | +7.8% | +10.4% | +15.4% |
| YTD | -5.0% | +5.9% | -10.9% | -7.4% |
| 1Y | -18.8% | +12.5% | -31.3% | -22.2% |
| 3Y | -12.6% | +117.2% | -129.8% | -29.9% |
| 5Y | -80.8% | +86.5% | -167.3% | -84.7% |
| 10Y | +49.9% | +125.7% | -75.8% | -2.8% |
| All | +51.4% | +131.9% | -80.5% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling