+6,268.1%
SO vs FHN
+1,690.1%
+4,578.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | +8.1% | +0.2% | +7.9% | +8.0% |
| 3M | +0.2% | -9.0% | +9.2% | +1.2% |
| 6M | +0.4% | -6.8% | +7.2% | +1.1% |
| YTD | +8.5% | -1.5% | +10.0% | +8.5% |
| 1Y | +4.9% | +10.9% | -6.0% | +3.5% |
| 3Y | +47.9% | +119.4% | -71.5% | +33.2% |
| 5Y | +75.7% | +57.5% | +18.1% | +60.1% |
| 10Y | +178.0% | +114.1% | +63.9% | +133.1% |
| All | +6,268.1% | +1,690.1% | +4,578.0% | +3,600.9% |
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