+521.7%
SONY vs FHN
+1,803.6%
-1,281.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | -5.2% | +2.7% | -7.8% | -5.7% |
| 30D | +0.3% | -3.1% | +3.4% | +1.0% |
| 3M | +6.2% | +2.3% | +3.9% | +5.5% |
| 6M | +9.5% | +9.7% | -0.2% | +7.0% |
| YTD | -8.1% | +4.7% | -12.8% | -9.4% |
| 1Y | -17.9% | +13.8% | -31.7% | -20.8% |
| 3Y | +41.5% | +131.6% | -90.1% | +14.1% |
| 5Y | +11.8% | +91.1% | -79.3% | -10.5% |
| 10Y | +275.4% | +126.6% | +148.8% | +165.0% |
| All | +521.7% | +1,803.6% | -1,281.9% | +128.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling