+60.7%
ROKU vs FHN
+11.5%
+49.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | +2.1% | -4.8% | +6.9% | +3.7% |
| 3M | +29.5% | -0.7% | +30.2% | +29.6% |
| 6M | +53.8% | +10.6% | +43.2% | +48.8% |
| YTD | +42.8% | +4.6% | +38.2% | +39.4% |
| 1Y | +60.7% | +11.4% | +49.4% | +54.4% |
| All | +60.7% | +11.5% | +49.2% | +54.4% |
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