+319.5%
SN vs FHN
+101.1%
+218.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -9.3% | +1.2% | -10.5% | -9.9% |
| 30D | -4.8% | -4.7% | -0.1% | -2.2% |
| 3M | +40.4% | +3.5% | +36.9% | +37.6% |
| 6M | +50.9% | +7.8% | +43.1% | +45.1% |
| YTD | +54.9% | +5.9% | +49.1% | +49.7% |
| 1Y | +43.0% | +12.5% | +30.6% | +32.7% |
| 3Y | +391.8% | +117.2% | +274.6% | +254.5% |
| All | +319.5% | +101.1% | +218.4% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling