+2,432.7%
SAP vs FHN
+315.4%
+2,117.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | +11.1% | +0.2% | +10.9% | +11.0% |
| 3M | +17.0% | -9.0% | +26.0% | +19.6% |
| 6M | +34.8% | -6.8% | +41.7% | +36.9% |
| YTD | -2.2% | -1.5% | -0.7% | -2.5% |
| 1Y | -6.4% | +10.9% | -17.4% | -9.5% |
| 3Y | +75.1% | +119.4% | -44.2% | +39.9% |
| 5Y | +69.8% | +57.5% | +12.3% | +39.0% |
| 10Y | +219.8% | +114.1% | +105.7% | +119.2% |
| All | +2,432.7% | +315.4% | +2,117.3% | +989.7% |
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 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