+36.3%
S vs FHN
+12.0%
+24.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | -10.8% | +2.1% | -12.9% | -11.2% |
| 3M | +5.4% | -6.0% | +11.4% | +7.1% |
| 6M | +41.2% | -2.9% | +44.2% | +42.9% |
| YTD | +56.2% | +0.7% | +55.5% | +53.5% |
| 1Y | +36.3% | +11.0% | +25.3% | +22.3% |
| All | +36.3% | +12.0% | +24.3% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling