+18.0%
Q vs FHN
+14.6%
+3.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.2% |
| 7D | -3.3% | +2.3% | -5.5% | -4.7% |
| 30D | -9.7% | +1.6% | -11.3% | -10.8% |
| 3M | -16.1% | -8.4% | -7.7% | -10.6% |
| 6M | -15.7% | -2.3% | -13.4% | -14.9% |
| YTD | +45.7% | +1.5% | +44.3% | +36.6% |
| 1Y | +18.0% | +15.0% | +3.0% | -2.6% |
| All | +18.0% | +14.6% | +3.4% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling