-18.1%
SONY vs FHN
+10.7%
-28.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.4% |
| 3M | +13.0% | -1.4% | +14.4% | +13.0% |
| 6M | +11.2% | +9.9% | +1.4% | +8.5% |
| YTD | -6.6% | +3.9% | -10.5% | -8.3% |
| 1Y | -18.1% | +10.6% | -28.7% | -21.5% |
| All | -18.1% | +10.7% | -28.9% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling