+2,101.2%
SAN vs FHN
+1,824.4%
+276.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.8% | +1.2% | +0.6% | +1.3% |
| 30D | +2.0% | -4.7% | +6.7% | +4.0% |
| 3M | +19.7% | +3.5% | +16.2% | +17.9% |
| 6M | +30.6% | +7.8% | +22.8% | +26.7% |
| YTD | +28.8% | +5.9% | +23.0% | +25.7% |
| 1Y | +57.8% | +12.5% | +45.3% | +49.3% |
| 3Y | +338.1% | +117.2% | +220.9% | +205.1% |
| 5Y | +384.2% | +86.5% | +297.7% | +228.8% |
| 10Y | +353.1% | +125.7% | +227.4% | +167.3% |
| All | +2,101.2% | +1,824.4% | +276.8% | +641.9% |
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