+548.9%
SONY vs FHN
+1,824.4%
-1,275.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.2% | +1.2% | -2.3% | -1.4% |
| 30D | +9.4% | -4.7% | +14.1% | +10.6% |
| 3M | +10.5% | +3.5% | +6.9% | +9.5% |
| 6M | +11.7% | +7.8% | +3.9% | +9.5% |
| YTD | -4.1% | +5.9% | -9.9% | -5.7% |
| 1Y | -11.8% | +12.5% | -24.3% | -14.7% |
| 3Y | +45.9% | +117.2% | -71.3% | +19.3% |
| 5Y | +16.3% | +86.5% | -70.3% | -6.4% |
| 10Y | +297.6% | +125.7% | +171.9% | +180.9% |
| All | +548.9% | +1,824.4% | -1,275.5% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling