+8,434.7%
SHOP vs FHN
+141.3%
+8,293.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -5.1% | +1.2% | -6.3% | -5.3% |
| 30D | +0.6% | -4.7% | +5.3% | +1.6% |
| 3M | +25.0% | +3.5% | +21.5% | +24.1% |
| 6M | +11.9% | +7.8% | +4.1% | +10.0% |
| YTD | -9.9% | +5.9% | -15.7% | -11.1% |
| 1Y | 0.0% | +12.5% | -12.5% | -2.8% |
| 3Y | +117.5% | +117.2% | +0.3% | +90.5% |
| 5Y | -6.6% | +86.5% | -93.2% | -18.3% |
| 10Y | +3,320.3% | +125.7% | +3,194.6% | +2,518.0% |
| All | +8,434.7% | +141.3% | +8,293.4% | +6,552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling