-45.9%
RUN vs FHN
+13.2%
-59.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.3% | +1.2% | +0.1% | +0.4% |
| 30D | -15.3% | -4.7% | -10.6% | -12.2% |
| 3M | -40.0% | +3.5% | -43.6% | -41.6% |
| 6M | -27.0% | +7.8% | -34.8% | -31.4% |
| YTD | -51.7% | +5.9% | -57.6% | -52.4% |
| 1Y | -45.9% | +12.5% | -58.4% | -45.3% |
| All | -45.9% | +13.2% | -59.1% | -45.3% |
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 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