-34.1%
RUN vs FHN
+134.1%
-168.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.3% |
| 7D | +10.2% | +2.7% | +7.5% | +8.6% |
| 30D | -9.6% | -3.1% | -6.5% | -8.1% |
| 3M | -31.5% | +2.3% | -33.8% | -32.4% |
| 6M | -18.7% | +9.7% | -28.4% | -22.8% |
| YTD | -49.9% | +4.7% | -54.6% | -50.5% |
| 1Y | -45.5% | +13.8% | -59.3% | -48.6% |
| 3Y | -34.1% | +131.6% | -165.7% | -76.0% |
| All | -34.1% | +134.1% | -168.2% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling