+176.2%
SAP vs FHN
+126.5%
+49.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -0.3% | +2.7% | -2.9% | -0.7% |
| 30D | +2.6% | -3.1% | +5.7% | +3.1% |
| 3M | +16.3% | +2.3% | +13.9% | +15.6% |
| 6M | +6.4% | +9.7% | -3.4% | +4.3% |
| YTD | -11.4% | +4.7% | -16.2% | -12.5% |
| 1Y | -20.4% | +13.8% | -34.2% | -22.7% |
| 3Y | +56.5% | +131.6% | -75.1% | +31.7% |
| 5Y | +56.8% | +91.1% | -34.4% | +30.3% |
| 10Y | +176.2% | +126.6% | +49.5% | +101.2% |
| All | +176.2% | +126.5% | +49.7% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling