+1,112.5%
SCHG vs FHN
+175.1%
+937.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -2.2% | -2.6% | +0.4% | -1.6% |
| 3M | +6.2% | +0.8% | +5.3% | +5.8% |
| 6M | +13.4% | +9.2% | +4.1% | +10.5% |
| YTD | +7.1% | +5.1% | +2.0% | +5.3% |
| 1Y | +12.5% | +12.2% | +0.3% | +8.3% |
| 3Y | +86.2% | +132.4% | -46.2% | +46.0% |
| 5Y | +83.9% | +91.1% | -7.2% | +42.6% |
| 10Y | +451.3% | +128.5% | +322.7% | +261.4% |
| All | +1,112.5% | +175.1% | +937.3% | +579.9% |
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