-20.9%
RUN vs FHN
+110.7%
-131.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.8% |
| 7D | -13.7% | +1.3% | -14.9% | -14.3% |
| 30D | +9.4% | +2.8% | +6.6% | +7.8% |
| 3M | -13.4% | -8.9% | -4.5% | -9.4% |
| 6M | -39.6% | -0.7% | -38.9% | -39.4% |
| YTD | -53.7% | +0.1% | -53.8% | -53.2% |
| 1Y | -56.2% | +10.4% | -66.6% | -57.8% |
| 3Y | -9.7% | +128.8% | -138.6% | -44.0% |
| 5Y | -85.5% | +61.5% | -146.9% | -89.8% |
| 10Y | +66.7% | +83.0% | -16.3% | -2.4% |
| All | -20.9% | +110.7% | -131.6% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling