+28.0%
SIRI vs FHN
+11.5%
+16.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | +2.5% | -4.8% | +7.3% | +3.6% |
| 3M | +6.6% | -0.7% | +7.3% | +6.7% |
| 6M | +32.9% | +10.6% | +22.3% | +30.0% |
| YTD | +50.5% | +4.6% | +45.9% | +47.4% |
| 1Y | +28.0% | +11.4% | +16.6% | +23.6% |
| All | +28.0% | +11.5% | +16.5% | +23.6% |
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 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