+36.8%
S vs FHN
+11.9%
+24.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +7.5% |
| 7D | +1.6% | -0.5% | +2.0% | +1.7% |
| 30D | -10.5% | +1.9% | -12.4% | -10.8% |
| 3M | +9.9% | -6.9% | +16.8% | +11.9% |
| 6M | +41.8% | -3.1% | +44.8% | +43.5% |
| YTD | +56.8% | +0.6% | +56.2% | +54.1% |
| All | +36.8% | +11.9% | +24.9% | +22.8% |
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