-2.9%
SHOP vs FHN
+56.9%
-59.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | -5.4% | -1.0% | -4.5% | -5.1% |
| 30D | -10.3% | +0.2% | -10.5% | -10.3% |
| 3M | +1.0% | -9.0% | +10.0% | +3.8% |
| 6M | +41.2% | -6.8% | +48.1% | +44.1% |
| YTD | -7.5% | -1.5% | -6.0% | -7.3% |
| 1Y | -4.6% | +10.9% | -15.5% | -7.5% |
| 3Y | +146.4% | +119.4% | +27.1% | +119.3% |
| All | -2.9% | +56.9% | -59.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling