+61.9%
PYPL vs FHN
+120.6%
-58.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | +5.9% | +2.1% | +3.8% | +5.3% |
| 3M | -0.2% | -6.0% | +5.7% | +1.3% |
| 6M | +30.3% | -2.9% | +33.2% | +31.0% |
| YTD | +1.6% | +0.7% | +0.9% | +0.4% |
| 1Y | -10.3% | +11.0% | -21.3% | -13.8% |
| 3Y | +8.5% | +130.3% | -121.8% | -14.0% |
| 5Y | -71.0% | +61.3% | -132.2% | -75.9% |
| 10Y | +46.9% | +89.6% | -42.7% | +2.8% |
| All | +61.9% | +120.6% | -58.7% | +8.3% |
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 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