-79.4%
RUN vs FHN
+88.9%
-168.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.3% |
| 7D | +10.2% | +2.7% | +7.5% | +8.7% |
| 30D | -9.6% | -3.1% | -6.5% | -8.2% |
| 3M | -31.5% | +2.3% | -33.8% | -32.3% |
| 6M | -18.7% | +9.7% | -28.4% | -22.4% |
| YTD | -49.9% | +4.7% | -54.6% | -50.5% |
| 1Y | -45.5% | +13.8% | -59.3% | -48.5% |
| 3Y | -34.1% | +131.6% | -165.7% | -59.9% |
| 5Y | -79.4% | +91.1% | -170.6% | -87.1% |
| All | -79.4% | +88.9% | -168.4% | -87.1% |
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