-9.3%
SHOP vs FHN
+88.9%
-98.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.2% |
| 7D | -4.1% | +2.7% | -6.8% | -4.8% |
| 30D | -11.5% | -3.1% | -8.4% | -10.7% |
| 3M | +21.1% | +2.3% | +18.7% | +20.2% |
| 6M | +3.0% | +9.7% | -6.7% | +0.1% |
| YTD | -16.7% | +4.7% | -21.4% | -18.0% |
| 1Y | -8.3% | +13.8% | -22.0% | -12.0% |
| 3Y | +112.8% | +131.6% | -18.7% | +84.4% |
| 5Y | -9.3% | +91.1% | -100.4% | -22.6% |
| All | -9.3% | +88.9% | -98.2% | -22.6% |
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