+86.8%
SMH vs FHN
+11.4%
+75.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | -2.2% | -2.6% | +0.4% | -1.4% |
| 3M | -1.9% | +0.8% | -2.7% | -2.4% |
| 6M | +41.0% | +9.2% | +31.8% | +36.2% |
| YTD | +55.6% | +5.1% | +50.5% | +51.4% |
| 1Y | +86.8% | +12.2% | +74.6% | +80.8% |
| All | +86.8% | +11.4% | +75.5% | +80.8% |
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