+15.0%
SHW vs FHN
+88.9%
-73.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -1.2% | +2.7% | -3.8% | -1.6% |
| 30D | -11.6% | -3.1% | -8.5% | -11.1% |
| 3M | +9.1% | +2.3% | +6.8% | +8.7% |
| 6M | -0.7% | +9.7% | -10.4% | -2.1% |
| YTD | +1.4% | +4.7% | -3.4% | +0.5% |
| 1Y | -12.3% | +13.8% | -26.0% | -14.4% |
| 3Y | +23.4% | +131.6% | -108.2% | +9.0% |
| 5Y | +15.0% | +91.1% | -76.1% | +2.3% |
| All | +15.0% | +88.9% | -73.9% | +2.3% |
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 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