+112.8%
SHOP vs FHN
+134.1%
-21.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -6.8% |
| 7D | -4.1% | +2.7% | -6.8% | -5.7% |
| 30D | -11.5% | -3.1% | -8.4% | -9.7% |
| 3M | +21.1% | +2.3% | +18.7% | +19.0% |
| 6M | +3.0% | +9.7% | -6.7% | -3.9% |
| YTD | -16.7% | +4.7% | -21.4% | -20.1% |
| 1Y | -8.3% | +13.8% | -22.0% | -17.8% |
| 3Y | +112.8% | +131.6% | -18.7% | +10.7% |
| All | +112.8% | +134.1% | -21.3% | +10.7% |
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