+235.4%
SAP vs FHN
+80.9%
+154.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.9% | +1.3% | -5.1% | -4.1% |
| 30D | +6.5% | +2.8% | +3.7% | +6.0% |
| 3M | +14.7% | -8.9% | +23.6% | +16.6% |
| 6M | +39.9% | -0.7% | +40.6% | +39.9% |
| YTD | -2.0% | +0.1% | -2.0% | -2.4% |
| 1Y | -6.0% | +10.4% | -16.4% | -8.2% |
| 3Y | +67.7% | +128.8% | -61.1% | +41.3% |
| 5Y | +78.8% | +61.5% | +17.3% | +53.9% |
| All | +235.4% | +80.9% | +154.4% | +160.7% |
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