+286.8%
SMH vs FHN
+129.0%
+157.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +0.9% | -2.6% | +3.4% | +1.8% |
| 3M | -2.8% | 0.0% | -2.9% | -3.1% |
| 6M | +45.6% | +9.2% | +36.4% | +40.0% |
| YTD | +59.5% | +4.3% | +55.1% | +55.7% |
| 1Y | +93.4% | +10.8% | +82.7% | +83.5% |
| All | +286.8% | +129.0% | +157.8% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling