+31.1%
SOLS vs FHN
+23.6%
+7.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +5.0% | -2.6% | +7.6% | +6.7% |
| 3M | -21.1% | 0.0% | -21.1% | -21.2% |
| 6M | -14.2% | +9.2% | -23.4% | -18.9% |
| YTD | +30.6% | +4.3% | +26.3% | +21.9% |
| All | +31.1% | +23.6% | +7.5% | +3.6% |
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