-48.0%
SMR vs FHN
+18.2%
-66.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.7% |
| 30D | -21.9% | +2.0% | -24.0% | -22.7% |
| 3M | -47.1% | -6.8% | -40.3% | -45.0% |
| 6M | -60.6% | -0.8% | -59.9% | -60.7% |
| YTD | -63.1% | +0.6% | -63.7% | -63.1% |
| 1Y | -80.4% | +11.5% | -92.0% | -81.6% |
| 3Y | +150.2% | +130.0% | +20.3% | +78.1% |
| All | -48.0% | +18.2% | -66.2% | -60.9% |
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