+375.7%
SONY vs FHN
+81.8%
+293.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | +2.1% | -1.9% | -0.1% |
| 30D | +11.1% | +3.8% | +7.3% | +10.3% |
| 3M | +14.7% | -8.9% | +23.6% | +16.6% |
| 6M | +18.8% | +1.8% | +17.0% | +18.2% |
| YTD | +5.7% | +0.6% | +5.2% | +5.3% |
| 1Y | -8.1% | +12.9% | -21.0% | -10.5% |
| 3Y | +64.0% | +126.4% | -62.4% | +39.7% |
| 5Y | +12.6% | +62.3% | -49.7% | -2.3% |
| All | +375.7% | +81.8% | +293.9% | +284.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling