-53.2%
S vs FHN
+72.2%
-125.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.7% | +1.2% | -8.9% | -8.0% |
| 30D | -5.3% | -4.7% | -0.6% | -4.1% |
| 3M | +20.3% | +3.5% | +16.7% | +19.1% |
| 6M | +47.4% | +7.8% | +39.6% | +44.0% |
| YTD | +32.5% | +5.9% | +26.7% | +29.9% |
| 1Y | +9.5% | +12.5% | -2.9% | +5.3% |
| 3Y | +15.5% | +117.2% | -101.7% | -3.9% |
| 5Y | -71.2% | +86.5% | -157.7% | -73.4% |
| All | -53.2% | +72.2% | -125.5% | -58.3% |
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 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