-52.3%
ROKU vs FHN
+89.3%
-141.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | +2.1% | -2.6% | +4.8% | +3.2% |
| 3M | +31.8% | +0.8% | +30.9% | +31.2% |
| 6M | +53.3% | +9.2% | +44.0% | +47.6% |
| YTD | +42.1% | +5.1% | +36.9% | +38.6% |
| 1Y | +62.3% | +12.2% | +50.1% | +53.1% |
| 3Y | +84.6% | +132.4% | -47.8% | +35.5% |
| All | -52.3% | +89.3% | -141.6% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling