+42,297.2%
SBUX vs FHN
+704.7%
+41,592.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -3.1% | +1.2% | -4.3% | -3.5% |
| 30D | -0.9% | -4.7% | +3.8% | +0.5% |
| 3M | +11.6% | +3.5% | +8.1% | +10.4% |
| 6M | +8.8% | +7.8% | +1.0% | +6.2% |
| YTD | +26.3% | +5.9% | +20.4% | +23.8% |
| 1Y | +23.1% | +12.5% | +10.7% | +18.0% |
| 3Y | +15.0% | +117.2% | -102.3% | -10.7% |
| 5Y | +0.4% | +86.5% | -86.2% | -23.7% |
| 10Y | +130.7% | +125.7% | +5.0% | +51.6% |
| All | +42,297.2% | +704.7% | +41,592.5% | +16,931.2% |
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