+2,439.8%
SAP vs FHN
+324.3%
+2,115.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | +7.5% | +2.0% | +5.4% | +6.9% |
| 3M | +11.6% | -6.8% | +18.5% | +13.5% |
| 6M | +37.6% | -0.8% | +38.4% | +37.6% |
| YTD | -2.0% | +0.6% | -2.5% | -2.7% |
| 1Y | -6.4% | +11.5% | -17.9% | -9.5% |
| 3Y | +67.7% | +130.0% | -62.3% | +32.4% |
| 5Y | +75.7% | +60.8% | +14.9% | +43.1% |
| 10Y | +229.3% | +84.0% | +145.4% | +136.0% |
| All | +2,439.8% | +324.3% | +2,115.5% | +987.1% |
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 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