+286.6%
SONY vs FHN
+126.8%
+159.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -2.7% | -1.9% | -0.8% | -2.4% |
| 30D | +1.5% | -5.4% | +7.0% | +2.5% |
| 3M | +13.0% | -1.4% | +14.4% | +13.2% |
| 6M | +11.2% | +9.9% | +1.4% | +9.1% |
| YTD | -6.6% | +3.9% | -10.5% | -7.6% |
| 1Y | -18.1% | +10.6% | -28.7% | -20.0% |
| 3Y | +42.1% | +130.7% | -88.6% | +21.0% |
| 5Y | +11.0% | +88.8% | -77.8% | -6.3% |
| All | +286.6% | +126.8% | +159.8% | +217.4% |
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 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