-4.9%
SHOP vs FHN
+14.6%
-19.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.7% | +6.5% |
| 7D | -9.0% | +2.3% | -11.3% | -9.9% |
| 30D | -4.4% | +1.6% | -6.0% | -5.1% |
| 3M | +24.1% | -8.4% | +32.5% | +29.9% |
| 6M | +20.0% | -2.3% | +22.3% | +20.8% |
| YTD | -4.9% | +1.5% | -6.4% | -8.1% |
| 1Y | -4.9% | +15.0% | -19.9% | -18.4% |
| All | -4.9% | +14.6% | -19.5% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling