-3.3%
SBUX vs FHN
+90.8%
-94.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -3.9% | +2.7% | -6.6% | -4.4% |
| 30D | -2.8% | -3.1% | +0.3% | -2.3% |
| 3M | +8.2% | +2.3% | +5.9% | +7.7% |
| 6M | +4.3% | +9.7% | -5.5% | +2.4% |
| YTD | +23.3% | +4.7% | +18.6% | +22.1% |
| 1Y | +24.3% | +13.8% | +10.5% | +20.8% |
| 3Y | +15.5% | +131.6% | -116.1% | +1.2% |
| All | -3.3% | +90.8% | -94.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling