+333.1%
SLV vs FHN
+6.9%
+326.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +6.7% | -4.7% | +11.4% | +6.9% |
| 3M | -10.7% | +3.5% | -14.2% | -10.8% |
| 6M | -20.6% | +7.8% | -28.4% | -20.9% |
| YTD | -7.1% | +5.9% | -13.0% | -7.4% |
| 1Y | +62.0% | +12.5% | +49.5% | +61.0% |
| 3Y | +169.8% | +117.2% | +52.6% | +160.8% |
| 5Y | +161.5% | +86.5% | +74.9% | +151.6% |
| 10Y | +224.4% | +125.7% | +98.7% | +204.0% |
| All | +333.1% | +6.9% | +326.2% | +322.3% |
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