+239.1%
SAN vs FHN
+114.0%
+125.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +4.9% | -1.0% | +5.9% | +5.3% |
| 30D | -13.0% | +0.2% | -13.2% | -13.0% |
| 3M | -18.9% | -9.0% | -9.9% | -16.2% |
| 6M | -4.1% | -6.8% | +2.7% | -1.9% |
| YTD | +2.6% | -1.5% | +4.1% | +3.1% |
| 1Y | +16.9% | +10.9% | +6.0% | +13.5% |
| 3Y | +239.1% | +119.4% | +119.7% | +172.1% |
| All | +239.1% | +114.0% | +125.0% | +172.1% |
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