+59.8%
SO vs FHN
+86.2%
-26.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | +1.2% | -1.3% | -0.2% |
| 30D | -4.6% | -4.7% | +0.1% | -4.5% |
| 3M | -3.0% | +3.5% | -6.6% | -3.1% |
| 6M | -8.3% | +7.8% | -16.1% | -8.4% |
| YTD | +3.5% | +5.9% | -2.3% | +3.4% |
| 1Y | -0.9% | +12.5% | -13.4% | -1.2% |
| 3Y | +45.4% | +117.2% | -71.9% | +41.3% |
| All | +59.8% | +86.2% | -26.4% | +55.8% |
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