+1,253.2%
SMH vs FHN
+145.7%
+1,107.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.5% | +1.2% | +1.3% | +2.1% |
| 30D | -0.5% | -4.7% | +4.2% | +0.9% |
| 3M | -9.6% | +3.5% | -13.2% | -10.7% |
| 6M | +42.1% | +7.8% | +34.3% | +38.7% |
| YTD | +57.4% | +5.9% | +51.6% | +54.3% |
| 1Y | +96.2% | +12.5% | +83.7% | +88.1% |
| 3Y | +267.9% | +117.2% | +150.7% | +186.2% |
| 5Y | +327.7% | +86.5% | +241.1% | +225.9% |
| 10Y | +1,764.6% | +125.7% | +1,638.9% | +1,128.7% |
| All | +1,253.2% | +145.7% | +1,107.5% | +546.3% |
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