-45.7%
RUN vs FHN
+10.6%
-56.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.3% |
| 7D | -1.8% | 0.0% | -1.8% | -1.9% |
| 30D | -10.8% | -2.6% | -8.3% | -9.2% |
| 3M | -30.2% | 0.0% | -30.2% | -30.3% |
| 6M | -22.3% | +9.2% | -31.6% | -28.6% |
| YTD | -52.2% | +4.3% | -56.5% | -52.6% |
| All | -45.7% | +10.6% | -56.2% | -45.6% |
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