+10.5%
SBUX vs FHN
+61.0%
-50.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +19.1% | +2.0% | +17.0% | +18.7% |
| 3M | +3.6% | -6.8% | +10.5% | +5.0% |
| 6M | +5.1% | -0.8% | +5.9% | +5.2% |
| YTD | +32.9% | +0.6% | +32.3% | +32.5% |
| 1Y | +30.4% | +11.5% | +18.9% | +27.7% |
| 3Y | +13.0% | +130.0% | -117.0% | -0.2% |
| 5Y | +10.5% | +60.8% | -50.3% | +0.3% |
| All | +10.5% | +61.0% | -50.4% | +0.3% |
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