-39.6%
RUN vs FHN
-1.3%
-38.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.8% |
| 7D | -13.7% | +1.3% | -14.9% | -14.4% |
| 30D | +9.4% | +2.8% | +6.6% | +6.5% |
| 3M | -13.4% | -8.9% | -4.5% | -9.1% |
| 6M | -39.6% | -0.7% | -38.9% | -39.5% |
| All | -39.6% | -1.3% | -38.3% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling