-19.5%
SAP vs FHN
+13.2%
-32.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | +9.0% | -4.7% | +13.7% | +9.7% |
| 3M | +14.9% | +3.5% | +11.4% | +14.2% |
| 6M | +11.9% | +7.8% | +4.1% | +10.0% |
| YTD | -9.9% | +5.9% | -15.8% | -11.3% |
| 1Y | -19.5% | +12.5% | -32.0% | -23.1% |
| All | -19.5% | +13.2% | -32.7% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling