-3.6%
SMR vs FHN
+24.4%
-28.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.4% | +1.2% | +3.2% | +3.7% |
| 30D | +3.4% | -4.7% | +8.1% | +6.0% |
| 3M | -19.2% | +3.5% | -22.7% | -21.4% |
| 6M | -22.6% | +7.8% | -30.5% | -26.2% |
| YTD | -31.5% | +5.9% | -37.4% | -33.7% |
| 1Y | -73.1% | +12.5% | -85.6% | -75.1% |
| 3Y | +55.0% | +117.2% | -62.3% | +9.4% |
| All | -3.6% | +24.4% | -28.0% | -29.7% |
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