+9.3%
SONY vs FHN
+87.6%
-78.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -5.8% | -0.8% | -5.0% | -5.7% |
| 30D | -0.4% | -2.6% | +2.3% | 0.0% |
| 3M | +13.3% | +0.8% | +12.4% | +13.1% |
| 6M | +8.5% | +9.2% | -0.7% | +6.9% |
| YTD | -8.1% | +5.1% | -13.2% | -9.0% |
| 1Y | -17.9% | +12.2% | -30.1% | -19.6% |
| 3Y | +41.4% | +132.4% | -91.0% | +27.1% |
| 5Y | +9.3% | +91.1% | -81.8% | -4.5% |
| All | +9.3% | +87.6% | -78.4% | -4.5% |
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 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