-17.5%
RUN vs FHN
+122.9%
-140.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.3% | +1.2% | +0.1% | +0.7% |
| 30D | -15.3% | -4.7% | -10.6% | -13.1% |
| 3M | -40.0% | +3.5% | -43.6% | -41.1% |
| 6M | -27.0% | +7.8% | -34.8% | -29.7% |
| YTD | -51.7% | +5.9% | -57.6% | -52.5% |
| 1Y | -45.9% | +12.5% | -58.4% | -48.8% |
| 3Y | -43.8% | +117.2% | -161.0% | -63.9% |
| 5Y | -80.5% | +86.5% | -167.0% | -87.3% |
| 10Y | +45.3% | +125.7% | -80.5% | -24.0% |
| All | -17.5% | +122.9% | -140.4% | -55.5% |
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 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