+63.2%
PYPL vs FHN
+115.7%
-52.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.9% | -1.0% | +4.9% | +4.2% |
| 30D | +7.8% | +0.2% | +7.6% | +7.7% |
| 3M | -0.7% | -9.0% | +8.3% | +1.8% |
| 6M | +28.8% | -6.8% | +35.6% | +30.8% |
| YTD | +2.4% | -1.5% | +3.9% | +1.8% |
| 1Y | -9.6% | +10.9% | -20.5% | -13.1% |
| 3Y | +9.7% | +119.4% | -109.7% | -12.0% |
| 5Y | -73.5% | +57.5% | -131.0% | -77.9% |
| 10Y | +46.5% | +114.1% | -67.7% | -4.0% |
| All | +63.2% | +115.7% | -52.6% | +9.8% |
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