+1,759.8%
SAN vs FHN
+1,728.2%
+31.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +5.3% |
| 7D | +8.7% | -0.5% | +9.2% | +9.0% |
| 30D | -6.5% | +1.9% | -8.4% | -7.2% |
| 3M | -14.2% | -6.9% | -7.2% | -11.6% |
| 6M | +2.7% | -3.1% | +5.8% | +4.0% |
| YTD | +8.9% | +0.6% | +8.3% | +8.6% |
| 1Y | +23.4% | +12.4% | +11.0% | +17.5% |
| 3Y | +257.9% | +133.7% | +124.2% | +142.4% |
| 5Y | +297.8% | +61.4% | +236.4% | +187.2% |
| 10Y | +259.6% | +97.9% | +161.7% | +124.3% |
| All | +1,759.8% | +1,728.2% | +31.7% | +540.6% |
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