+1.2%
SO vs FHN
+13.8%
-12.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +1.0% | +2.7% | -1.6% | +1.0% |
| 30D | -3.2% | -3.1% | -0.1% | -3.2% |
| 3M | -1.7% | +2.3% | -4.0% | -1.6% |
| 6M | -7.2% | +9.7% | -16.9% | -6.7% |
| YTD | +4.6% | +4.7% | -0.2% | +4.8% |
| 1Y | +1.2% | +13.8% | -12.5% | +1.2% |
| All | +1.2% | +13.8% | -12.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling