+15.6%
SHW vs FHN
+63.2%
-47.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.6% |
| 7D | +1.6% | -0.5% | +2.0% | +1.7% |
| 30D | +12.1% | +1.9% | +10.1% | +11.8% |
| 3M | -3.0% | -6.9% | +4.0% | -1.7% |
| 6M | +13.5% | -3.1% | +16.6% | +14.2% |
| YTD | +11.2% | +0.6% | +10.7% | +11.1% |
| 1Y | +6.2% | +12.4% | -6.1% | +4.2% |
| 3Y | +45.6% | +133.7% | -88.1% | +28.8% |
| 5Y | +15.6% | +61.4% | -45.8% | +6.0% |
| All | +15.6% | +63.2% | -47.7% | +6.0% |
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