-53.5%
SOUN vs FHN
+20.1%
-73.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | -15.1% | +2.1% | -17.2% | -16.2% |
| 30D | -23.0% | +3.8% | -26.8% | -24.8% |
| 3M | -53.3% | -8.9% | -44.4% | -50.6% |
| 6M | -58.6% | +1.8% | -60.4% | -59.5% |
| YTD | -65.0% | +0.6% | -65.6% | -65.6% |
| 1Y | -71.4% | +12.9% | -84.4% | -74.0% |
| 3Y | +75.4% | +126.4% | -51.0% | +11.1% |
| All | -53.5% | +20.1% | -73.6% | -61.1% |
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