+146.4%
SHOP vs FHN
+114.0%
+32.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -5.4% | -1.0% | -4.5% | -4.7% |
| 30D | -10.3% | +0.2% | -10.5% | -10.3% |
| 3M | +1.0% | -9.0% | +10.0% | +7.0% |
| 6M | +41.2% | -6.8% | +48.1% | +47.2% |
| YTD | -7.5% | -1.5% | -6.0% | -7.6% |
| 1Y | -4.6% | +10.9% | -15.5% | -11.8% |
| 3Y | +146.4% | +119.4% | +27.1% | +73.4% |
| All | +146.4% | +114.0% | +32.4% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling