-52.1%
SMR vs FHN
+17.6%
-69.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.5% |
| 7D | +10.3% | +1.3% | +9.0% | +9.6% |
| 30D | -25.7% | +2.8% | -28.5% | -26.7% |
| 3M | -49.7% | -8.9% | -40.8% | -47.0% |
| 6M | -59.8% | -0.7% | -59.1% | -59.9% |
| YTD | -66.0% | +0.1% | -66.1% | -65.9% |
| 1Y | -81.4% | +10.4% | -91.8% | -82.4% |
| 3Y | +130.6% | +128.8% | +1.8% | +64.7% |
| All | -52.1% | +17.6% | -69.7% | -63.9% |
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