+67.8%
SAP vs FHN
+130.0%
-62.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.9% |
| 3M | +14.7% | -8.9% | +23.6% | +16.9% |
| 6M | +39.9% | -0.7% | +40.6% | +39.8% |
| YTD | -2.0% | +0.1% | -2.0% | -2.6% |
| 1Y | -6.0% | +10.4% | -16.4% | -9.0% |
| All | +67.8% | +130.0% | -62.3% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling