+7.0%
SHW vs FHN
+14.6%
-7.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +5.0% | +5.8% |
| 7D | +13.3% | +2.3% | +11.0% | +12.2% |
| 30D | +14.1% | +1.6% | +12.5% | +13.3% |
| 3M | +0.8% | -8.4% | +9.1% | +4.6% |
| 6M | +17.6% | -2.3% | +19.9% | +18.5% |
| YTD | +13.0% | +1.5% | +11.5% | +10.0% |
| 1Y | +7.0% | +15.0% | -8.0% | -2.4% |
| All | +7.0% | +14.6% | -7.6% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling