+40.6%
S vs FHN
+114.0%
-73.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.8% |
| 7D | -13.4% | -1.0% | -12.5% | -13.0% |
| 30D | -14.0% | +0.2% | -14.2% | -14.0% |
| 3M | +4.9% | -9.0% | +13.9% | +9.4% |
| 6M | +42.0% | -6.8% | +48.8% | +46.3% |
| YTD | +45.1% | -1.5% | +46.6% | +44.3% |
| 1Y | +33.1% | +10.9% | +22.1% | +24.4% |
| 3Y | +40.6% | +119.4% | -78.7% | -11.7% |
| All | +40.6% | +114.0% | -73.4% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling